Consistent estimation of the spectrum of trace class data augmentation algorithms

DOI10.3150/19-BEJ1112zbMath1428.62409arXiv1711.00572MaRDI QIDQ2325394

Saptarshi Chakraborty, Kshitij Khare

Publication date: 25 September 2019

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1711.00572

zbMATH Keywords

data augmentation algorithmsMCMC convergenceeigenvalues of Markov operatorstrace class Markov operators

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Inference from stochastic processes and spectral analysis (62M15) Markov processes: estimation; hidden Markov models (62M05) Monte Carlo methods (65C05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items (3)

Convergence properties of data augmentation algorithms for high-dimensional robit regression ⋮ Estimating the spectral gap of a trace-class Markov operator ⋮ Consistent estimation of the spectrum of trace class data augmentation algorithms

Uses Software

• reshape
• ggplot2
• Rcpp
• BayesLogit
• tsbridge
• Gibbsit
• bootlib

Cites Work

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