scientific article; zbMATH DE number 1560252
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Publication:4527097
zbMath0969.60071MaRDI QIDQ4527097
Antonietta Mira, Charles J. Geyer
Publication date: 2 October 2001
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Markov chain Monte Carlolaw of large numbersasymptotic efficiencycentral limit theoremHilbert space theoryHarris recurrent kernelsreversible and non-reversible kernels
Central limit and other weak theorems (60F05) Discrete-time Markov processes on general state spaces (60J05)
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Improving the convergence of reversible samplers ⋮ Non-reversible Metropolis-Hastings ⋮ Zero variance differential geometric Markov chain Monte Carlo algorithms ⋮ Minimising MCMC variance via diffusion limits, with an application to simulated tempering ⋮ On the convergence time of some non-reversible Markov chain Monte Carlo methods ⋮ Ordering and improving the performance of Monte Carlo Markov chains. ⋮ Variance bounding Markov chains ⋮ Variance reduction for diffusions ⋮ Efficiency of finite state space Monte Carlo Markov chains ⋮ Variance reduction for Metropolis-Hastings samplers
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