On the applicability of regenerative simulation in Markov chain Monte Carlo
DOI10.1093/BIOMET/89.4.731zbMATH Open1035.60080OpenAlexW2047323186MaRDI QIDQ4455367FDOQ4455367
Galin L. Jones, Jeffrey S. Rosenthal, James P. Hobert, Presnell, Brett
Publication date: 16 March 2004
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/89.4.731
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central limit theoremgeometric ergodicityburn-inasymptotic standard errorslice samplerminorisation condition
Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Central limit and other weak theorems (60F05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)
Cited In (40)
- Consistent estimation of the accuracy of importance sampling using regenerative simulation
- Regenerative Markov Chain Importance Sampling
- Variance bounding Markov chains
- The Number of MCMC Draws Needed to Compute Bayesian Credible Bounds
- Bayesian estimation in Kibble's bivariate gamma distribution
- Self-regenerative Markov chain Monte Carlo with adaptation
- A mixture representation of \(\pi\) with applications in Markov chain Monte Carlo and perfect sampling.
- Weighted batch means estimators in Markov chain Monte Carlo
- Gibbs sampling for a Bayesian hierarchical general linear model
- Multivariate strong invariance principles in Markov chain Monte Carlo
- Using a Markov Chain to Construct a Tractable Approximation of an Intractable Probability Distribution
- Regeneration-enriched Markov processes with application to Monte Carlo
- Layer Sampling
- Ascent-Based Monte Carlo Expectation– Maximization
- Permuted derivative and importance-sampling estimators for regenerative simulations.
- Convergence rates of two-component MCMC samplers
- Batch means and spectral variance estimators in Markov chain Monte Carlo
- Regenerative Markov Chain Monte Carlo for Any Distribution
- Exact simulation for discrete time spin systems and unilateral fields
- Analyzing Markov chain Monte Carlo output
- A convergence diagnostic for Bayesian clustering
- Geometric Ergodicity and Scanning Strategies for Two-Component Gibbs Samplers
- Estimation of integrals with respect to infinite measures using regenerative sequences
- A theoretical comparison of the data augmentation, marginal augmentation and PX-DA algorithms
- Approximate regenerative-block bootstrap for Markov chains
- Honest exploration of intractable probability distributions via Markov chain Monte Carlo.
- Strong invariance principles for ergodic Markov processes
- A short history of Markov chain Monte Carlo: Subjective recollections from incomplete data
- Convergence rates for MCMC algorithms for a robust Bayesian binary regression model
- The Markov chain Monte Carlo revolution
- Geometric ergodicity of random scan Gibbs samplers for hierarchical one-way random effects models
- Component-wise Markov chain Monte Carlo: uniform and geometric ergodicity under mixing and composition
- Bayesian networks: regenerative Gibbs samplings
- Markov chain Monte Carlo estimation of quantiles
- Nonasymptotic Bounds on the Mean Square Error for MCMC Estimates via Renewal Techniques
- Assessing and Visualizing Simultaneous Simulation Error
- Assessing the significance of peptide spectrum match scores
- Exact sampling for intractable probability distributions via a Bernoulli factory
- Geometric ergodicity of Gibbs samplers for Bayesian general linear mixed models with proper priors
- An MCMC approach to empirical Bayes inference and Bayesian sensitivity analysis via empirical processes
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