Some things we've learned (about Markov chain Monte Carlo)
From MaRDI portal
Publication:373528
Abstract: This paper offers a personal review of some things we've learned about rates of convergence of Markov chains to their stationary distributions. The main topic is ways of speeding up diffusive behavior. It also points to open problems and how much more there is to do.
Recommendations
- A primer on Markov chain Monte Carlo
- scientific article; zbMATH DE number 840151
- Markov-chain monte carlo: Some practical implications of theoretical results
- The Markov chain Monte Carlo revolution
- scientific article; zbMATH DE number 849920
- Markov chain Monte Carlo methods: theory and practice
- MCMC from scratch. A practical introduction to Markov chain Monte Carlo
- Reflections on Bayesian inference and Markov chain Monte Carlo
- The evolution of Markov chain Monte Carlo methods
Cites work
- scientific article; zbMATH DE number 4215034 (Why is no real title available?)
- scientific article; zbMATH DE number 4082591 (Why is no real title available?)
- scientific article; zbMATH DE number 52632 (Why is no real title available?)
- scientific article; zbMATH DE number 1069282 (Why is no real title available?)
- scientific article; zbMATH DE number 2042289 (Why is no real title available?)
- scientific article; zbMATH DE number 2042290 (Why is no real title available?)
- scientific article; zbMATH DE number 795108 (Why is no real title available?)
- A lower bound for the Chung-Diaconis-Graham random process
- A survey of results on random random walks on finite groups
- Affine shuffles, shuffles with cuts, the Whitehouse module, and patience sorting
- Algebraic algorithms for sampling from conditional distributions
- An affine walk on the hypercube
- Analysis of a nonreversible Markov chain sampler.
- Analysis of systematic scan Metropolis algorithms using Iwahori-Hecke algebra techniques
- Can extra updates delay mixing?
- Comparison techniques for random walk on finite groups
- Diameters and Eigenvalues
- Dobrushin Conditions and Systematic Scan
- Exchangeable pairs and Poisson approximation
- Generating a random permutation with random transpositions
- Generating random vectors in \((\mathbb Z/ p \mathbb Z)^d\) via an affine random process
- Geometric analysis for the Metropolis algorithm on Lipschitz domains
- Honest exploration of intractable probability distributions via Markov chain Monte Carlo.
- Lifting Markov chains to speed up mixing
- Logarithmic Sobolev inequalities for finite Markov chains
- MCMC using Hamiltonian dynamics
- Markov chain comparison
- Markov chains and mixing times. With a chapter on ``Coupling from the past by James G. Propp and David B. Wilson.
- Mathematical aspects of mixing times in Markov chains.
- Mixing times for random \(k\)-cycles and coalescence-fragmentation chains
- Mixing times of the biased card shuffling and the asymmetric exclusion process
- Nash inequalities for finite Markov chains
- On Choosing and Bounding Probability Metrics
- On logarithmic Sobolev inequalities. With a preface of Dominique Bakry and Michel Ledoux
- On the diameter of the symmetric group: polynomial bounds.
- On the distribution of the length of the longest increasing subsequence of random permutations
- On the spectral analysis of second-order Markov chains
- Optimizing the asymptotic convergence rate of the Diaconis-Holmes-Neal sampler
- Quantitative convergence rates of Markov chains: A simple account
- Random random walks on \(\mathbb{Z}_2^d\)
- Random walks arising in random number generation
- The Markov chain Monte Carlo revolution
- Trailing the dovetail shuffle to its lair
Cited in
(18)- On the geometric ergodicity of Hamiltonian Monte Carlo
- Unseparated pairs and fixed points in random permutations
- Random generators of the symmetric group: diameter, mixing time and spectral gap.
- A multivariate statistical approach to predict COVID-19 count data with epidemiological interpretation and uncertainty quantification
- Local weak consistency of Markov chain Monte Carlo methods with application to mixture model
- Optimizing the asymptotic convergence rate of the Diaconis-Holmes-Neal sampler
- Characterizing limits and opportunities in speeding up Markov chain mixing
- Exactly scale-free scale-free networks
- Speeding up Markov chains with deterministic jumps
- Universality of cutoff for graphs with an added random matching
- Correction to: ``Speeding up Markov chains with deterministic jumps
- Asymptotic Variance and Convergence Rates of Nearly-Periodic Markov Chain Monte Carlo Algorithms
- Counterexamples for optimal scaling of Metropolis-Hastings chains with rough target densities
- Efficient sampling from time-varying log-concave distributions
- Convergence analysis of some multivariate Markov chains using stochastic monotonicity
- Is EM really necessary here? Examples where it seems simpler not to use EM
- Using Bernoulli maps to accelerate mixing of a random walk on the torus
- Monte Carlo Markov chains constrained on graphs for a target with disconnected support
This page was built for publication: Some things we've learned (about Markov chain Monte Carlo)
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q373528)
