scientific article; zbMATH DE number 5520724
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Publication:3608241
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- Efficient strategy for the Markov chain Monte Carlo in high-dimension with heavy-tailed target probability distribution
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- Conditions for convergence of Monte Carlo EM sequences with an application to product diffusion modeling
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- A note on the polynomial ergodicity of the one-dimensional Zig-Zag process
- Studying Convergence of Markov Chain Monte Carlo Algorithms Using Coupled Sample Paths
- Markov chain Monte Carlo estimation of quantiles
- Nonasymptotic bounds on the estimation error of MCMC algorithms
- Comparison of Markov chains via weak Poincaré inequalities with application to pseudo-marginal MCMC
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