On the geometric ergodicity of hybrid samplers

DOI10.1239/jap/1044476831zbMath1028.65002OpenAlexW2047000577MaRDI QIDQ4408539

Gareth O. Roberts, Jeffrey S. Rosenthal, Eric Moulines, Gersende Fort

Publication date: 26 January 2004

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/de9fb87ad17c599b9f44504d97f00e9dfd8e03ec

zbMATH Keywords

geometric ergodicityMarkov chain Monte Carlo algorithm\(V\)-uniform ergodicityhybrid samplerMetropolis-within-Gibbs' algorithmsrandom-scan symmetric random walk Metropolis' algorithm

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Numerical analysis or methods applied to Markov chains (65C40)

Related Items (24)

Convergence rates of two-component MCMC samplers ⋮ A computational procedure for estimation of the mixing time of the random-scan Metropolis algorithm ⋮ Approximate verification of geometric ergodicity for multiple-step Metropolis transition kernels ⋮ Hit-and-Run for Numerical Integration ⋮ Nonasymptotic Bounds on the Mean Square Error for MCMC Estimates via Renewal Techniques ⋮ Approximate bounding of mixing time for multiple-step Gibbs samplers ⋮ Rigorous confidence bounds for MCMC under a geometric drift condition ⋮ Geometric ergodicity of a hybrid sampler for Bayesian inference of phylogenetic branch lengths ⋮ Zero variance differential geometric Markov chain Monte Carlo algorithms ⋮ Limit theorems for stationary Markov processes with \(L^{2}\)-spectral gap ⋮ Adaptive Gibbs samplers and related MCMC methods ⋮ Nonasymptotic bounds on the estimation error of MCMC algorithms ⋮ Convergence rate of Markov chain methods for genomic motif discovery ⋮ Properties of the stochastic approximation EM algorithm with mini-batch sampling ⋮ Markovian stochastic approximation with expanding projections ⋮ Convergence of the Monte Carlo expectation maximization for curved exponential families. ⋮ Geometric ergodicity of a Metropolis-Hastings algorithm for Bayesian inference of phylogenetic branch lengths ⋮ Log-concavity and strong log-concavity: a review ⋮ Estimating drift and minorization coefficients for Gibbs sampling algorithms ⋮ A Monte Carlo integration approach to estimating drift and minorization coefficients for Metropolis-Hastings samplers ⋮ Zero variance Markov chain Monte Carlo for Bayesian estimators ⋮ Component-wise Markov chain Monte Carlo: uniform and geometric ergodicity under mixing and composition ⋮ Hybrid Samplers for Ill-Posed Inverse Problems ⋮ Convergence complexity analysis of Albert and Chib's algorithm for Bayesian probit regression

This page was built for publication: On the geometric ergodicity of hybrid samplers