Publication:3608241
From MaRDI portal
zbMath1164.65004MaRDI QIDQ3608241
Gareth O. Roberts, Søren Fiig Jarner
Publication date: 28 February 2009
numerical examples; central limit theorem; Gibbs sampler; polynomial ergodicity; Langevin algorithm; random-walk Metropolis algorithm
60J22: Computational methods in Markov chains
60F05: Central limit and other weak theorems
65C05: Monte Carlo methods
60G50: Sums of independent random variables; random walks
65C40: Numerical analysis or methods applied to Markov chains
Related Items
Ergodicity of Markov chain Monte Carlo with reversible proposal, MCMC Algorithms for Posteriors on Matrix Spaces, Limit theorems for the zig-zag process, A note on the polynomial ergodicity of the one-dimensional Zig-Zag process, Robust adaptive Metropolis algorithm with coerced acceptance rate, Variable transformation to obtain geometric ergodicity in the random-walk Metropolis algorithm, Limit theorems for some adaptive MCMC algorithms with subgeometric kernels. II, Markov chain Monte Carlo estimation of quantiles, Optimal scaling of random walk Metropolis algorithms with non-Gaussian proposals, Phantom distribution functions for some stationary sequences, Metropolis-Hastings algorithms with acceptance ratios of nearly 1, Which ergodic averages have finite asymptotic variance?, Quenched phantom distribution functions for Markov chains, Objective priors for the number of degrees of freedom of a multivariate \(t\) distribution and the \(t\)-copula, Comparison of Markov chains via weak Poincaré inequalities with application to pseudo-marginal MCMC, Random walk Metropolis algorithm in high dimension with non-Gaussian target distributions, Irreversible samplers from jump and continuous Markov processes, Nonasymptotic bounds on the estimation error of MCMC algorithms
