On random- and systematic-scan samplers

DOI10.1093/BIOMET/ASW019MaRDI QIDQ5384404zbMATH OpenOpenAlexFDO

Authors

Publication date 24 June 2019

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://research-information.bris.ac.uk/ws/files/72476340/novice_final_supplemental.pdf

zbMATH Keywords

Markov chain Monte CarloMetropolis-within-Gibbs algorithmPeskun orderdeterministic-scan samplerrandom-scan sampler

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Computational methods for problems pertaining to statistics (62-08) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

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(9)

• Markov Kernels Local Aggregation for Noise Vanishing Distribution Sampling
• A hybrid scan Gibbs sampler for Bayesian models with latent variables
• Convergence rates of two-component MCMC samplers
• Analysis of two-component Gibbs samplers using the theory of two projections
• Peskun-Tierney ordering for Markovian Monte Carlo: beyond the reversible scenario
• scientific article; zbMATH DE number 815737 (Why is no real title available?)
• Importance sampling correction versus standard averages of reversible MCMCs in terms of the asymptotic variance
• Non-reversible guided Metropolis kernel
• Analysis of systematic scan Metropolis algorithms using Iwahori-Hecke algebra techniques

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