Simple conditions for metastability of continuous Markov chains
From MaRDI portal
Publication:4964782
DOI10.1017/jpr.2020.83zbMath1464.60071arXiv1808.03239OpenAlexW2885453894MaRDI QIDQ4964782
No author found.
Publication date: 3 March 2021
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1808.03239
Discrete-time Markov processes on general state spaces (60J05) Numerical analysis or methods applied to Markov chains (65C40)
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Conditions for rapid mixing of parallel and simulated tempering on multimodal distributions
- Sufficient conditions for torpid mixing of parallel and simulated tempering
- Computable bounds for geometric convergence rates of Markov chains
- Weak convergence and optimal scaling of random walk Metropolis algorithms
- Geometric ergodicity and hybrid Markov chains
- Elementary bounds on Poincaré and log-Sobolev constants for decomposable Markov chains
- Markov chain decomposition for convergence rate analysis
- Rates of convergence of the Hastings and Metropolis algorithms
- A martingale approach to metastability
- Elementary bounds on mixing times for decomposable Markov chains
- Metastable Markov chains
- Large Deviations and Metastability
- Bounds on the L 2 Spectrum for Markov Chains and Markov Processes: A Generalization of Cheeger's Inequality
- A maximal coupling for Markov chains
- Minorization Conditions and Convergence Rates for Markov Chain Monte Carlo
- Hit-and-Run from a Corner
- On the Computation of Multidimensional Integrals by the Monte-Carlo Method
- Metastability
This page was built for publication: Simple conditions for metastability of continuous Markov chains
