Convergence rates of symmetric scan Gibbs sampler

DOI10.1007/S11464-019-0791-7MaRDI QIDQ2279101zbMATH OpenOpenAlexWikidataFDO

Authors Neng-Yi Wang

Publication date 12 December 2019

Published in Frontiers of Mathematics in China (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11464-019-0791-7

zbMATH Keywords

Markov chain Monte CarloWasserstein metriccoupling methodsymmetric scan Gibbs sampler

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Inequalities; stochastic orderings (60E15)

Recommendations

• scientific article; zbMATH DE number 1191611
• Convergence rate of Gibbs sampler and its application
• scientific article; zbMATH DE number 720679
• Rate of convergence of the Gibbs sampler in the Gaussian case
• Convergence rates of the random scan Gibbs sampler under the Dobrushin's uniqueness condition
• Convergence rates for a hierarchical Gibbs sampler
• Rates of convergence for Gibbs sampling for variance component models

Cites work

• scientific article; zbMATH DE number 1085989 (Why is no real title available?)
• scientific article; zbMATH DE number 1909499 (Why is no real title available?)
• scientific article; zbMATH DE number 2117879 (Why is no real title available?)
• Bayesian computation and stochastic systems. With comments and reply.
• Convergence in the Wasserstein Metric for Markov Chain Monte Carlo Algorithms with Applications to Image Restoration
• Convergence rate and concentration inequalities for Gibbs sampling in high dimension
• Curvature, concentration and error estimates for Markov chain Monte Carlo
• Dobrushin Conditions and Systematic Scan
• General state space Markov chains and MCMC algorithms
• Measure concentration for Euclidean distance in the case of dependent random variables.
• Poincaré and transportation inequalities for Gibbs measures under the Dobrushin uniqueness condition
• Prescribing a System of Random Variables by Conditional Distributions
• Quantitative bounds for Markov chain convergence: Wasserstein and total variation distances
• Subgeometric rates of convergence in Wasserstein distance for Markov chains
• Transportation cost-information inequalities and applications to random dynamical systems and diffusions.

Cited in

(5)

• Convergence rates of the blocked Gibbs sampler with random scan in the Wasserstein metric
• scientific article; zbMATH DE number 720679 (Why is no real title available?)
• scientific article; zbMATH DE number 2189792 (Why is no real title available?)
• scientific article; zbMATH DE number 1191611 (Why is no real title available?)
• Convergence rates of the random scan Gibbs sampler under the Dobrushin's uniqueness condition

This page was built for publication: Convergence rates of symmetric scan Gibbs sampler

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2279101)