A computational procedure for estimation of the mixing time of the random-scan Metropolis algorithm

DOI10.1007/s11222-015-9568-3zbMath1505.62383OpenAlexW767349109MaRDI QIDQ2628881

David A. Spade

Publication date: 19 July 2016

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-015-9568-3

zbMATH Keywords

Markov chain Monte Carlomixing timeBayesian inferencecomputational statisticsdrift and minorization

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Monte Carlo methods (65C05) Discrete-time Markov processes on general state spaces (60J05)

Related Items (4)

Approximate verification of geometric ergodicity for multiple-step Metropolis transition kernels ⋮ Approximate bounding of mixing time for multiple-step Gibbs samplers ⋮ Estimating drift and minorization coefficients for Gibbs sampling algorithms ⋮ A Monte Carlo integration approach to estimating drift and minorization coefficients for Metropolis-Hastings samplers

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