Quantitative Convergence Rates for Subgeometric Markov Chains

DOI10.1239/jap/1437658605zbMath1323.60090arXiv1309.0622OpenAlexW2165178429WikidataQ110234262 ScholiaQ110234262MaRDI QIDQ2949844

Christophe Andrieu, Gersende Fort, Matti Vihola

Publication date: 2 October 2015

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

Full work available at URL: https://arxiv.org/abs/1309.0622

zbMATH Keywords

Markov chainspolynomial ergodicitysubgeometric ergodicity

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Discrete-time Markov processes on general state spaces (60J05)

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Cites Work

• The pseudo-marginal approach for efficient Monte Carlo computations
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• Markov chains and stochastic stability
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• Renewal theory and computable convergence rates for geometrically erdgodic Markov chains
• Polynomial convergence rates of Markov chains
• Practical drift conditions for subgeometric rates of convergence.
• Convergence properties of pseudo-marginal Markov chain Monte Carlo algorithms
• Markovian stochastic approximation with expanding projections
• Computable convergence rates for sub-geometric ergodic Markov chains
• Polynomial ergodicity of Markov transition kernels.
• Subgeometric Rates of Convergence of f-Ergodic Markov Chains
• Stability of Stochastic Approximation under Verifiable Conditions

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