scientific article; zbMATH DE number 1560252

MaRDI QIDQ4527097zbMATH OpenFDO

Authors Antonietta Mira, Charles J. Geyer

Publication date 2 October 2001

zbMATH Keywords

asymptotic efficiencycentral limit theoremHarris recurrent kernelsHilbert space theorylaw of large numbersMarkov chain Monte Carloreversible and non-reversible kernels

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Discrete-time Markov processes on general state spaces (60J05)

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(22)

• Expectations for nonreversible Markov chains
• A note on Metropolis-Hastings kernels for general state spaces
• Ordering and improving the performance of Monte Carlo Markov chains.
• On the asymptotic variance of reversible Markov chain without cycles
• Analysis of a nonreversible Markov chain sampler.
• Peskun-Tierney ordering for Markovian Monte Carlo: beyond the reversible scenario
• Variance reduction for Metropolis-Hastings samplers
• On the convergence time of some non-reversible Markov chain Monte Carlo methods
• Minimising MCMC variance via diffusion limits, with an application to simulated tempering
• Improving the convergence of reversible samplers
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• Non-reversible Metropolis-Hastings
• An Electric Network for Nonreversible Markov Chains
• Variance reduction for diffusions
• Analysis of non-reversible Markov chains via similarity orbits
• Approximations of geometrically ergodic reversible Markov chains
• Efficiency of finite state space Monte Carlo Markov chains
• Analysis of a non-reversible Markov chain speedup by a single edge
• On nonlinear Markov chain Monte Carlo
• Zero variance differential geometric Markov chain Monte Carlo algorithms
• Spectral bounds for certain two-factor non-reversible MCMC algorithms
• Variance bounding Markov chains

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