Stability of Markov chain Monte Carlo methods (to appear)

MaRDI QIDQ514224zbMATH OpenFDO

Authors Kengo Kamatani

Publication date 28 February 2017

Published in SpringerBriefs in Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Bayesian problems; characterization of Bayes procedures (62C10) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

Cited in

(3)

• The ODE method for stability of skip-free Markov chains with applications to MCMC
• Stability of adversarial Markov chains, with an application to adaptive MCMC algorithms
• Stability of sequential Monte Carlo samplers via the Foster-Lyapunov condition

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