On multiple acceleration of reversible Markov chain

DOI10.1016/J.SPL.2022.109559zbMATH Open1498.60306OpenAlexW4282932597MaRDI QIDQ2170228FDOQ2170228

Authors: Chen-Wei Hua, Ting-Li Chen 

Publication date: 30 August 2022

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2022.109559

Recommendations

• Accelerating reversible Markov chains
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• On the convergence time of some non-reversible Markov chain Monte Carlo methods
• Analysis of a nonreversible Markov chain sampler.

zbMATH Keywords

Markov chain Monte Carlorate of convergencereversibilityasymptotic varianceantisymmetric perturbationmultiple acceleration

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Cites Work

• Analysis of a nonreversible Markov chain sampler.
• Accelerating diffusions
• Title not available (Why is that?)
• Accelerating Gaussian diffusions
• Optimum Monte-Carlo sampling using Markov chains
• Non-reversible Metropolis-Hastings
• Optimal spectral structure of reversible stochastic matrices, Monte Carlo methods and the simulation of Markov random fields
• Accelerating reversible Markov chains
• On the optimal transition matrix for Markov chain Monte Carlo sampling
• A piecewise deterministic scaling limit of lifted Metropolis-Hastings in the Curie-Weiss model
• On the asymptotic variance of reversible Markov chain without cycles
• Optimal variance reduction for Markov chain Monte Carlo

Cited In (4)

• Analysis of a non-reversible Markov chain speedup by a single edge
• Accelerating reversible Markov chains
• On the asymptotic variance of reversible Markov chain without cycles
• Title not available (Why is that?)

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