Exact bound for the convergence of metropolis chains

DOI10.1080/07362990008809654MaRDI QIDQ4946979zbMATH OpenOpenAlexFDO

Authors Haiyan Cai

Publication date 15 January 2002

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07362990008809654

zbMATH Keywords

convergence rateMarkov chainMetropolis chainMonte Carlo method

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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Cites work

• Rates of convergence of the Hastings and Metropolis algorithms

Cited in

(9)

• On the rate of convergence of the Metropolis algorithm and Gibbs sampler by geometric bounds
• Markov chain convergence: From finite to infinite
• On constrained simulation and optimization by Metropolis chains
• A hybrid Metropolis-Hastings chain
• Spectral gaps of random walk Metropolis chains
• Metropolis
• Conductance bounds on the L² convergence rate of Metropolis algorithms on unbounded state spaces
• One-pass additive-error subset selection for \(\ell_p\) subspace approximation and \((k, p)\)-clustering
• Explicit convergence bounds for Metropolis Markov chains: isoperimetry, spectral gaps and profiles

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