Monte Carlo Markov chains constrained on graphs for a target with disconnected support

DOI10.1214/22-EJS2043MaRDI QIDQ2168087zbMATH OpenFDO

Authors Roy Cerqueti, Emilio De Santis

Publication date 31 August 2022

Published in Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/journals/electronic-journal-of-statistics/volume-16/issue-2/Monte-Carlo-Markov-chains-constrained-on-graphs-for-a-target/10.1214/22-EJS2043.full

zbMATH Keywords

Markov chain Monte Carlographsconvergence of probability distributions

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Recommendations

• scientific article; zbMATH DE number 1246228
• scientific article; zbMATH DE number 849923
• Markov chain Monte Carlo on finite state spaces
• Noisy Monte Carlo: convergence of Markov chains with approximate transition kernels
• Constrained Markovian dynamics of random graphs

Cites work

• scientific article; zbMATH DE number 3152029 (Why is no real title available?)
• scientific article; zbMATH DE number 472933 (Why is no real title available?)
• scientific article; zbMATH DE number 795289 (Why is no real title available?)
• scientific article; zbMATH DE number 837692 (Why is no real title available?)
• Comparison inequalities and fastest-mixing Markov chains
• Computational complexity of Markov chain Monte Carlo methods for finite Markov random fields
• Convergence and finite-time behavior of simulated annealing
• Developments in perfect simulation of Gibbs measures through a new result for the extinction of Galton-Watson-like processes
• Efficient Bayes factor estimation from the reversible jump output
• Equation of state calculations by fast computing machines
• Exact sampling with coupled Markov chains and applications to statistical mechanics
• Graph multiplication
• Handbook of Markov Chain Monte Carlo
• High-fugacity expansion, Lee-Yang zeros, and order-disorder transitions in hard-core lattice systems
• Importance sampling for Gibbs random fields
• Markov Chains
• Markov chains for exploring posterior distributions. (With discussion)
• Metastable Markov chains: from the convergence of the trace to the convergence of the finite-dimensional distributions
• Monte Carlo sampling methods using Markov chains and their applications
• Optimization by simulated annealing
• Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
• Some things we've learned (about Markov chain Monte Carlo)
• Stochastic Ising model with flipping sets of spins and fast decreasing temperature
• Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
• Stochastically monotone Markov Chains
• The Markov chain Monte Carlo revolution
• Tunneling and metastability of continuous time Markov chains

Cited in

(1)

• Are We There Yet? When to Stop a Markov Chain while Generating Random Graphs

This page was built for publication: Monte Carlo Markov chains constrained on graphs for a target with disconnected support

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2168087)