scientific article; zbMATH DE number 7249109

MaRDI QIDQ5124160zbMATH OpenFDO

Authors David A. Spade

Publication date 17 September 2020

Full work available at URL http://math-mprf.org/journal/articles/id1583/

zbMATH Keywords

convergenceLyapunov conditionsMetropolis-Hastings algorithmmixing timerandom-walk Metropolis

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22)

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Cited in

(7)

• Approximate bounding of mixing time for multiple-step Gibbs samplers
• Estimating drift and minorization coefficients for Gibbs sampling algorithms
• A Monte Carlo integration approach to estimating drift and minorization coefficients for Metropolis-Hastings samplers
• A computational procedure for estimation of the mixing time of the random-scan Metropolis algorithm
• scientific article; zbMATH DE number 7370527 (Why is no real title available?)
• Approximate verification of geometric ergodicity for multiple-step Metropolis transition kernels
• Approximate spectral gaps for Markov chain mixing times in high dimensions

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