scientific article; zbMATH DE number 472933

MaRDI QIDQ4272795zbMATH OpenFDO

Authors

Publication date 6 January 1994

zbMATH Keywords

Gibbs samplerMarkov chainMonte Carlo methodsrates of weak convergencesampling from random fieldsstochastic Ising model

Mathematics Subject Classification ID

Random fields (60G60) Probabilistic methods, stochastic differential equations (65C99) Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics (82B44)

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Cited in

(30)

• Convergence of some partially parallel Gibbs samplers with annealing
• On the geometrical convergence of Gibbs sampler in R^d
• What do we know about the Metropolis algorithm?
• Stochastic optimization on Bayesian nets
• Information bounds for Gibbs samplers
• On the rate of convergence of the Metropolis algorithm and Gibbs sampler by geometric bounds
• Outperforming the Gibbs sampler empirical estimator for nearest-neighbor random fields
• Honest exploration of intractable probability distributions via Markov chain Monte Carlo.
• Ordering and improving the performance of Monte Carlo Markov chains.
• Coordinate selection rules for Gibbs sampling
• Applications of geometric bounds to the convergence rate of Markov chains on \(\mathbb R^ {n}\).
• A dynamical phase transition in a caricature of a spin glass
• Markov chain convergence: From finite to infinite
• Mixture of transmuted Pareto distribution: properties, applications and estimation under Bayesian framework
• Large deviations for the empirical measure of the zig-zag process
• Monte Carlo Markov chains constrained on graphs for a target with disconnected support
• Weak Convergence Rates of Population Versus Single-Chain Stochastic Approximation MCMC Algorithms
• Improving the convergence of reversible samplers
• Markov-chain monte carlo: Some practical implications of theoretical results
• Optimal variance reduction for Markov chain Monte Carlo
• Spectral gaps for a Metropolis-Hastings algorithm in infinite dimensions
• Joint modeling of multiple time series via the beta process with application to motion capture segmentation
• An upper bound on the convergence time of the Gibbs sampler in Ising models
• Accelerating diffusions
• A large deviation principle for the empirical measures of Metropolis-Hastings chains
• Asymptotic behavior of eigenvalues and random updating schemes
• On mixing rates for Bayesian CART
• Large deviations for independent Metropolis Hastings and Metropolis-adjusted Langevin algorithm
• On the rate of convergence of the Gibbs sampler for the 1-D Ising model by geometric bound
• Comment: On random scan Gibbs samplers

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