Markov Chains
From MaRDI portal
Publication:4583332
DOI10.1007/978-3-319-97704-1zbMath1429.60002OpenAlexW4205537960MaRDI QIDQ4583332
Randal Douc, Philippe Soulier, Pierre Priouret, Eric Moulines
Publication date: 28 August 2018
Published in: Springer Series in Operations Research and Financial Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-97704-1
Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
Related Items
Obtaining the long-term behavior of master equations with finite state space from the structure of the associated state transition network, SUBGEOMETRICALLY ERGODIC AUTOREGRESSIONS, Central limit theorem for bifurcating markov chains under L2-ergodic conditions, Quasi-likelihood analysis for marked point processes and application to marked Hawkes processes, Harmonic analysis on graphs via Bratteli diagrams and path-space measures, Geometric convergence bounds for Markov chains in Wasserstein distance based on generalized drift and contraction conditions, Exponential moments of simultaneous hitting time for non-atomic Markov chains, Unnamed Item, A quantitative McDiarmid's inequality for geometrically ergodic Markov chains, \(V\)-geometrical ergodicity of Markov kernels via finite-rank approximations, Practical criteria for \(R\)-positive recurrence of unbounded semigroups, On recurrence and transience of some Lévy-type processes in ℝ, First passage times in portfolio optimization: a novel nonparametric approach, Explicit expressions for stationary states of the Lindblad equation for a finite state space, Speed function for biased random walks with traps, Unbiased Markov chain Monte Carlo for intractable target distributions, Spectral gaps and error estimates for infinite-dimensional Metropolis-Hastings with non-Gaussian priors, On geometric recurrence for time-inhomogeneous autoregression, Central limit theorem for kernel estimator of invariant density in bifurcating Markov chains models, A large deviation principle for the empirical measures of Metropolis-Hastings chains, The narrow recurrence of Markov chains, Recent advances in the long-time analysis of killed degenerate processes and their particle approximation, Spectral telescope: convergence rate bounds for random-scan Gibbs samplers based on a hierarchical structure, A non‐conservative Harris ergodic theorem, Wasserstein contraction and spectral gap of slice sampling revisited, Stochastic billiards with Markovian reflections in generalized parabolic domains, Dimension‐independent Markov chain Monte Carlo on the sphere, Variance reduction for Markov chains with application to MCMC, Computable bounds of exponential moments of simultaneous hitting time for two time-inhomogeneous atomic Markov chains, Importance sampling correction versus standard averages of reversible MCMCs in terms of the asymptotic variance, Transform MCMC schemes for sampling intractable factor copula models, Fluctuations of balanced urns with infinitely many colours, Robustness of iterated function systems of Lipschitz maps, Rate of convergence of Nummelin-type representation of the invariant distribution of a Markov chain via the residual kernel, Peak-over-threshold estimators for spectral tail processes: random vs deterministic thresholds, Explicit bounds for spectral theory of geometrically ergodic Markov kernels and applications, Determination of Pareto Exponents in Economic Models Driven by Markov Multiplicative Processes, Online Bootstrap Inference For Policy Evaluation In Reinforcement Learning, Gaussian concentration bounds for stochastic chains of unbounded memory, Strong invariance principles for ergodic Markov processes, The importance Markov chain, On ergodic properties of some Lévy-type processes, Nonlocal doubly nonlinear diffusion problems with nonlinear boundary conditions, Renewal type bootstrap for increasing degree \(U\)-process of a Markov chain, On sub-geometric ergodicity of diffusion processes, Unnamed Item, Subgeometric ergodicity and β-mixing, Cluster based inference for extremes of time series, On the limitations of single-step drift and minorization in Markov chain convergence analysis, Hypocoercivity of piecewise deterministic Markov process-Monte Carlo, Asymptotic of products of Markov kernels. Application to deterministic and random forward/backward products, On Stochastic Gradient Langevin Dynamics with Dependent Data Streams: The Fully Nonconvex Case, Irreducibility and geometric ergodicity of Hamiltonian Monte Carlo, On the convergence of stochastic approximations under a subgeometric ergodic Markov dynamic, General-order observation-driven models: ergodicity and consistency of the maximum likelihood estimator, Efficient stochastic optimisation by unadjusted Langevin Monte Carlo. Application to maximum marginal likelihood and empirical Bayesian estimation, Convergence of Markov chain transition probabilities, (Non)-escape of mass and equidistribution for horospherical actions on trees, Piecewise deterministic Markov processes and their invariant measures, Variance Reduction for Dependent Sequences with Applications to Stochastic Gradient MCMC, Maximum Entropy Methods for Texture Synthesis: Theory and Practice, Limit theorems for branching processes with immigration in a random environment, Approximations of geometrically ergodic reversible markov chains, Convergence rates in uniform ergodicity by hitting times and \(L^2\)-exponential convergence rates, On non-extinction in a Fleming-Viot-type particle model with Bessel drift, Comparison of Markov chains via weak Poincaré inequalities with application to pseudo-marginal MCMC, Variance reduction for additive functionals of Markov chains via martingale representations, Wasserstein-based methods for convergence complexity analysis of MCMC with applications