Spectral gaps of random walk Metropolis chains

MaRDI QIDQ3497648zbMATH OpenFDO

Authors Neal Madras, Wai Kong Yuen

Publication date 27 July 2009

Full work available at URL http://pphmj.com/abstract/4040.htm

zbMATH Keywords

Markov chaindecompositionMetropolis algorithmspectral gap

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Discrete-time Markov processes on general state spaces (60J05)

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(11)

• Bounds on Semigroups of Random Rotations on SO(n)
• Exact bound for the convergence of metropolis chains
• Pseudo-gaps for random hopping models
• Small-world MCMC and convergence to multi-modal distributions: from slow mixing to fast mixing
• Conductance bounds on the L² convergence rate of Metropolis algorithms on unbounded state spaces
• Explicit convergence bounds for Metropolis Markov chains: isoperimetry, spectral gaps and profiles
• Simple conditions for metastability of continuous Markov chains
• Spectral gaps for a Metropolis-Hastings algorithm in infinite dimensions
• Elementary bounds on mixing times for decomposable Markov chains
• A computable bound of the essential spectral radius of finite range metropolis-Hastings kernels
• Mixing and hitting times for Gibbs samplers and other non-Feller processes

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