Convergence of conditional Metropolis-Hastings samplers
From MaRDI portal
Publication:5169501
Recommendations
- On the convergence of the Metropolis-Hastings Markov chains
- Simple conditions for the convergence of the Gibbs sampler and Metropolis-Hastings algorithms
- Adaptive Gibbs samplers and related MCMC methods
- Two convergence properties of hybrid samplers
- Minorization Conditions and Convergence Rates for Markov Chain Monte Carlo
Cites work
- scientific article; zbMATH DE number 597902 (Why is no real title available?)
- scientific article; zbMATH DE number 739283 (Why is no real title available?)
- scientific article; zbMATH DE number 1085989 (Why is no real title available?)
- A note on Metropolis-Hastings kernels for general state spaces
- Bounds on the L 2 Spectrum for Markov Chains and Markov Processes: A Generalization of Cheeger's Inequality
- Comparison theorems for reversible Markov chains
- Component-wise Markov chain Monte Carlo: uniform and geometric ergodicity under mixing and composition
- Convergence control methods for Markov chain Monte Carlo algorithms
- Convergence of Slice Sampler Markov Chains
- Covariance structure of the Gibbs sampler with applications to the comparisons of estimators and augmentation schemes
- Fixed-Width Output Analysis for Markov Chain Monte Carlo
- General state space Markov chains and MCMC algorithms
- Geometric Ergodicity of van Dyk and Meng's Algorithm for the Multivariate Student'stModel
- Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms
- Geometric ergodicity and hybrid Markov chains
- Geometric ergodicity of Gibbs and block Gibbs samplers for a hierarchical random effects model
- Geometric ergodicity of Metropolis algorithms
- Gibbs sampling for a Bayesian hierarchical general linear model
- Handbook of Markov Chain Monte Carlo
- Honest exploration of intractable probability distributions via Markov chain Monte Carlo.
- Improved Bounds for Mixing Rates of Markov Chains and Multicommodity Flow
- Likelihood Inference for Discretely Observed Nonlinear Diffusions
- Markov chain Monte Carlo: can we trust the third significant figure?
- Markov chains and de-initializing processes
- Markov chains and stochastic stability
- Markov chains for exploring posterior distributions. (With discussion)
- Minorization Conditions and Convergence Rates for Markov Chain Monte Carlo
- On inference for partially observed nonlinear diffusion models using the Metropolis-Hastings algorithm
- On the Markov chain central limit theorem
- Optimum Monte-Carlo sampling using Markov chains
- Quantitative non-geometric convergence bounds for independence samplers
- Rates of convergence of the Hastings and Metropolis algorithms
- Sampling-Based Approaches to Calculating Marginal Densities
- Stability of the Gibbs sampler for Bayesian hierarchical models
- Sufficient burn-in for Gibbs samplers for a hierarchical random effects model.
- Two convergence properties of hybrid samplers
Cited in
(15)- Uniform ergodicity of the iterated conditional SMC and geometric ergodicity of particle Gibbs samplers
- A modified conditional Metropolis-Hastings sampler
- Bayesian variable selection in a finite mixture of linear mixed-effects models
- A hybrid scan Gibbs sampler for Bayesian models with latent variables
- Geometric ergodicity of Gibbs samplers for the horseshoe and its regularized variants
- Convergence rates of two-component MCMC samplers
- Improving efficiency of data augmentation algorithms using Peskun's theorem
- Convergence of the equi-energy sampler
- Convergence rates of Metropolis-Hastings algorithms
- Geometric ergodicity of a more efficient conditional Metropolis-Hastings algorithm
- Geometric ergodicity of random scan Gibbs samplers for hierarchical one-way random effects models
- Component-wise Markov chain Monte Carlo: uniform and geometric ergodicity under mixing and composition
- Assessing and Visualizing Simultaneous Simulation Error
- On convergence of the iterative conditional estimations
- Fast Monte Carlo Markov chains for Bayesian shrinkage models with random effects
This page was built for publication: Convergence of conditional Metropolis-Hastings samplers
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5169501)
