Geometric ergodicity of a more efficient conditional Metropolis-Hastings algorithm
From MaRDI portal
Publication:5079080
DOI10.1080/03610926.2020.1719418OpenAlexW3003824790MaRDI QIDQ5079080
Alicia A. Johnson, Jianan Hui, James M. Flegal
Publication date: 25 May 2022
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2020.1719418
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Markov chain Monte Carlo estimation of quantiles
- Markov chains and stochastic stability
- Markov chain Monte Carlo: can we trust the third significant figure?
- On the Markov chain central limit theorem
- A note on Metropolis-Hastings kernels for general state spaces
- Geometric ergodicity and hybrid Markov chains
- Honest exploration of intractable probability distributions via Markov chain Monte Carlo.
- A modified conditional Metropolis-Hastings sampler
- Nonasymptotic bounds on the estimation error of MCMC algorithms
- Variance bounding and geometric ergodicity of Markov chain Monte Carlo kernels for approximate Bayesian computation
- Fixed-Width Output Analysis for Markov Chain Monte Carlo
- Miscellanea. Peskun's theorem and a modified discrete-state Gibbs sampler
- Improved Bounds for Mixing Rates of Markov Chains and Multicommodity Flow
- Convergence of Conditional Metropolis-Hastings Samplers
- Monte Carlo strategies in scientific computing
This page was built for publication: Geometric ergodicity of a more efficient conditional Metropolis-Hastings algorithm
