G method in action: from exact sampling to approximate one

MaRDI QIDQ4605083zbMATH OpenFDO

Authors Udrea Păun

Publication date 6 March 2018

zbMATH Keywords

\(G\) comparison\(G\) methodalias methodapproximate sampling, hybrid Metropolis-Hastings chainexact samplingfundamental idea on the speed of convergenceGibbs sampleroptimal hybrid Metropolis chainreference chainreference methodswapping methodunificationuniqueness theoremwavy probability distribution

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Sampling theory, sample surveys (62D05) Monte Carlo methods (65C05) Probabilistic models, generic numerical methods in probability and statistics (65C20)

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Cited in

(3)

• \(G\) method in action: fast exact sampling from set of permutations of order \(n\) according to Mallows model through Cayley metric
• A hybrid Metropolis-Hastings chain
• G method in action: fast exact sampling from set of permutations of order n according to Mallows model through Kendall metric

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