A computable bound of the essential spectral radius of finite range metropolis-Hastings kernels

DOI10.1016/j.spl.2016.05.007zbMath1346.60113arXiv1611.07809OpenAlexW2403257434MaRDI QIDQ310632

Loïc Hervé, James Ledoux

Publication date: 8 September 2016

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1611.07809

zbMATH Keywords

spectral gapMarkov chain operatormetropolis-Hastings algorithms

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Sums of independent random variables; random walks (60G50) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Numerical analysis or methods applied to Markov chains (65C40) Linear operators defined by compactness properties (47B07)

Cites Work

• Limit theorems for stationary Markov processes with \(L^{2}\)-spectral gap
• Markov chains and stochastic stability
• General state space Markov chains and MCMC algorithms
• Geometric ergodicity and hybrid Markov chains
• Essential spectral radius for Markov semigroups. I: Discrete time case
• Renewal theory and computable convergence rates for geometrically erdgodic Markov chains
• Rates of convergence of the Hastings and Metropolis algorithms
• Approximating Markov chains and \(V\)-geometric ergodicity via weak perturbation theory
• Computable bounds of an 𝓁²-spectral gap for discrete Markov chains with band transition matrices
• The Nagaev-Guivarc’h method via the Keller-Liverani theorem
• Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms
• Sur un Theoreme Spectral et son Application aux Noyaux Lipchitziens
• On the geometric ergodicity of Metropolis-Hastings algorithms

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