Regeneration-enriched Markov processes with application to Monte Carlo

DOI10.1214/20-AAP1602zbMath1476.60126arXiv1910.05037WikidataQ71434324 ScholiaQ71434324MaRDI QIDQ2240830

David Steinsaltz, Gareth O. Roberts, Murray Pollock, Andi Q. Wang

Publication date: 4 November 2021

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1910.05037

zbMATH Keywords

Markov chain Monte Carloright processinhomogeneous Poisson processcoupling from the pastregenerative Markov process

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Continuous-time Markov processes on general state spaces (60J25) Monte Carlo methods (65C05) Right processes (60J40)

Related Items

Exact convergence analysis of the independent Metropolis-Hastings algorithms, Mixing time trichotomy in regenerating dynamic digraphs, Linking the mixing times of random walks on static and dynamic random graphs, On the Hill relation and the mean reaction time for metastable processes

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