Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms

Markov chain Monte Carlo Metropolis algorithm Gibbs sampling posterior distribution geometric ergodicity Hastings algorithm irreducible Markov process

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

Cited In (only showing first 100 items - show all)

Metropolis Integration Schemes for Self-Adjoint Diffusions
Neuronized Priors for Bayesian Sparse Linear Regression
Convergence of contrastive divergence algorithm in exponential family
Metropolis-Hastings reversiblizations of non-reversible Markov chains
Convergence results for the (1,\(\lambda\))-SA-ES using the theory of \(\varphi\)-irreducible Markov chains
Exact inference in contingency tables via stochastic approximation Monte Carlo
Variance bounding Markov chains
Geometric ergodicity of Gibbs and block Gibbs samplers for a hierarchical random effects model
On some properties of Markov chain Monte Carlo simulation methods based on the particle filter
Polynomial ergodicity of Markov transition kernels.
Practical drift conditions for subgeometric rates of convergence.
Geometric ergodicity of Metropolis algorithms
Convergence properties of pseudo-marginal Markov chain Monte Carlo algorithms
Central limit theorem for triangular arrays of non-homogeneous Markov chains
Theoretical and numerical comparison of some sampling methods for molecular dynamics
Quantitative non-geometric convergence bounds for independence samplers
Convergence analysis of a collapsed Gibbs sampler for Bayesian vector autoregressions
Noisy Monte Carlo: convergence of Markov chains with approximate transition kernels
On the geometric ergodicity of Metropolis-Hastings algorithms
Stability of partially implicit Langevin schemes and their MCMC variants
On the use of stochastic approximation Monte Carlo for Monte Carlo integration
Hastings-Metropolis algorithms and reference measures
Rates of convergence of the Hastings and Metropolis algorithms
Convergence rates of attractive-repulsive MCMC algorithms
Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations (with discussion)
Parallel hierarchical sampling: a general-purpose interacting Markov chains Monte Carlo algorithm
Information-geometric Markov chain Monte Carlo methods using diffusions
Variance reduction for Markov chains with application to MCMC
\(V\)-subgeometric ergodicity for a Hastings-Metropolis algorithm
Spectral gaps for a Metropolis-Hastings algorithm in infinite dimensions
Information bounds for Gibbs samplers
MCMC Algorithms for Posteriors on Matrix Spaces
Rademacher complexity for Markov chains: applications to kernel smoothing and Metropolis-Hastings
On the geometrical convergence of Gibbs sampler in \(\mathbb R^d\)
Convergence of adaptive and interacting Markov chain Monte Carlo algorithms
A computable bound of the essential spectral radius of finite range metropolis-Hastings kernels
Ergodicity of Markov chain Monte Carlo with reversible proposal
Metropolis-Hastings algorithms with acceptance ratios of nearly 1
Improving SAMC using smoothing methods: Theory and applications to Bayesian model selection problems
Stochastic approximation Monte Carlo importance sampling for approximating exact conditional probabilities
Variable transformation to obtain geometric ergodicity in the random-walk Metropolis algorithm
Geometric ergodicity of a hybrid sampler for Bayesian inference of phylogenetic branch lengths
Honest exploration of intractable probability distributions via Markov chain Monte Carlo.
Markov-chain monte carlo: Some practical implications of theoretical results
Learning Bayesian networks for discrete data
Stability of noisy Metropolis-Hastings
A patch that imparts unconditional stability to explicit integrators for Langevin-like equations
Convergence of Conditional Metropolis-Hastings Samplers
Spectral gaps and error estimates for infinite-dimensional Metropolis-Hastings with non-Gaussian priors
On nonlinear Markov chain Monte Carlo
The pseudo-marginal approach for efficient Monte Carlo computations
A Bayesian structural-change analysis via the stochastic approximation Monte Carlo and Gibbs sampler
On convergence rates of Gibbs samplers for uniform distributions
A note on geometric ergodicity and floating-point roundoff error
Sequential Monte Carlo Samplers: Error Bounds and Insensitivity to Initial Conditions
Component-wise Markov chain Monte Carlo: uniform and geometric ergodicity under mixing and composition
Two convergence properties of hybrid samplers
Pathwise accuracy and ergodicity of metropolized integrators for SDEs
A Bayesian inference approach to the ill-posed Cauchy problem of steady-state heat conduction
Geometric ergodicity for Bayesian shrinkage models
Markov chain Monte Carlo and irreversibility
Limit theorems for some adaptive MCMC algorithms with subgeometric kernels
On the ergodicity of the adaptive Metropolis algorithm on unbounded domains
The polar slice sampler
Ensemble preconditioning for Markov chain Monte Carlo simulation
Stochastic approximation Monte Carlo EM for change-point analysis
Simple Monte Carlo and the Metropolis algorithm
Bayesian backfitting. (With comments and a rejoinder).
On the ergodicity properties of some adaptive MCMC algorithms
On the effectiveness of Monte Carlo for initial uncertainty forecasting in nonlinear dynamical systems
An adaptive approach to Langevin MCMC
Title not available (Why is that?)
Perturbation bounds for Monte Carlo within metropolis via restricted approximations
Continuous-time Random Walks for the Numerical Solution of Stochastic Differential Equations
Mixture of transmuted Pareto distribution: properties, applications and estimation under Bayesian framework
A central limit theorem for adaptive and interacting Markov chains
SPECTRWM: Spectral Random Walk Method for the Numerical Solution of Stochastic Partial Differential Equations
Fourier transform MCMC, heavy-tailed distributions, and geometric ergodicity
Return to the Poissonian city
Title not available (Why is that?)
Comparison of hit-and-run, slice sampler and random walk Metropolis
On the geometric ergodicity of Hamiltonian Monte Carlo
Irreducibility and geometric ergodicity of Hamiltonian Monte Carlo
Weak Convergence Rates of Population Versus Single-Chain Stochastic Approximation MCMC Algorithms
Geometric ergodicity of a Metropolis-Hastings algorithm for Bayesian inference of phylogenetic branch lengths
Title not available (Why is that?)
Mixing of Metropolis-adjusted Markov chains via couplings: the high acceptance regime
Convergence rates of two-component MCMC samplers
Exact convergence analysis of the independent Metropolis-Hastings algorithms
Oracle lower bounds for stochastic gradient sampling algorithms
On the theoretical properties of the exchange algorithm
Convergence rate of multiple-try Metropolis independent sampler
Bayesian computation: a summary of the current state, and samples backwards and forwards
Analyzing Markov chain Monte Carlo output
An overview of stochastic approximation Monte Carlo
Stratification as a General Variance Reduction Method for Markov Chain Monte Carlo
Unbiased Markov chain Monte Carlo for intractable target distributions
Exponential concentration inequalities for additive functionals of Markov chains
Efficient shape-constrained inference for the autocovariance sequence from a reversible Markov chain
Stochastic approximation Monte Carlo Gibbs sampling for structural change inference in a Bayesian heteroscedastic time series model

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