Spectral gaps of random walk Metropolis chains
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Publication:3497648
zbMATH Open1167.60345MaRDI QIDQ3497648FDOQ3497648
Authors: Neal Madras, Wai Kong Yuen 
Publication date: 27 July 2009
Full work available at URL: http://pphmj.com/abstract/4040.htm
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- Bounds on Semigroups of Random Rotations on SO(n)
- Conductance bounds on the L2 convergence rate of Metropolis algorithms on unbounded state spaces
- Spectral gaps for a Metropolis-Hastings algorithm in infinite dimensions
- Pseudo-gaps for random hopping models
- Small-world MCMC and convergence to multi-modal distributions: from slow mixing to fast mixing
- Explicit convergence bounds for Metropolis Markov chains: isoperimetry, spectral gaps and profiles
- A computable bound of the essential spectral radius of finite range metropolis-Hastings kernels
- Exact bound for the convergence of metropolis chains
- Mixing and hitting times for Gibbs samplers and other non-Feller processes
- Elementary bounds on mixing times for decomposable Markov chains
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