Convergence of Slice Sampler Markov Chains

DOI10.1111/1467-9868.00198MaRDI QIDQ4266841zbMATH OpenOpenAlexFDO

Authors Gareth O. Roberts, Jeffrey S. Rosenthal

Publication date 11 November 1999

Published in Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1467-9868.00198

zbMATH Keywords

Markov chain Monte Carloauxiliary variablesslice samplerFoster-Lyapunov drift condition

Mathematics Subject Classification ID

Inference from stochastic processes (62M99) Numerical analysis or methods applied to Markov chains (65C40)

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• Efficient Markovian couplings: Examples and counterexamples.
• Parallel multivariate slice sampling
• Quantitative spectral gap estimate and Wasserstein contraction of simple slice sampling
• A Monte Carlo integration approach to estimating drift and minorization coefficients for Metropolis-Hastings samplers
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• Computational advances for and from Bayesian analysis
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• Convergence in the Wasserstein Metric for Markov Chain Monte Carlo Algorithms with Applications to Image Restoration
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• Honest exploration of intractable probability distributions via Markov chain Monte Carlo.
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• A short history of Markov chain Monte Carlo: Subjective recollections from incomplete data
• Corrigendum to ``Bounds on regeneration times and convergence rates for Markov chains
• Estimating drift and minorization coefficients for Gibbs sampling algorithms
• Hit and run as a unifying device
• A full bayesian analysis of circular data using the von mises distribution
• A latent slice sampling algorithm
• Markov chain Monte Carlo algorithms with sequential proposals
• Geometric ergodicity of random scan Gibbs samplers for hierarchical one-way random effects models
• Sampling-based inference of time deformation models with heavy tail distributions
• Convergence analysis of some multivariate Markov chains using stochastic monotonicity
• Markov chain Monte Carlo: can we trust the third significant figure?
• Component-wise Markov chain Monte Carlo: uniform and geometric ergodicity under mixing and composition
• Equi-energy sampler with applications in statistical inference and statistical mechanics
• Geometric ergodicity for Bayesian shrinkage models
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• Slice sampling. (With discussions and rejoinder)
• Computing Bayes: from then `til now

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