Quantitative non-geometric convergence bounds for independence samplers

DOI10.1007/s11009-009-9157-zzbMath1222.60054OpenAlexW2119871732MaRDI QIDQ539523

Jeffrey S. Rosenthal, Gareth O. Roberts

Publication date: 30 May 2011

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: http://wrap.warwick.ac.uk/35200/1/WRAP_Roberts_09-09w.pdf

zbMATH Keywords

Markov chain Monte Carloindependence samplerconvergence bounds

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Discrete-time Markov processes on general state spaces (60J05) Numerical analysis or methods applied to Markov chains (65C40) Randomized algorithms (68W20)

Related Items

Exact convergence analysis of the independent Metropolis-Hastings algorithms, Applicability of Subsampling Bootstrap Methods in Markov Chain Monte Carlo, Bayesian parameter inference for partially observed stopped processes, Nonasymptotic bounds on the estimation error of MCMC algorithms, Convergence of Conditional Metropolis-Hastings Samplers, f-SAEM: a fast stochastic approximation of the EM algorithm for nonlinear mixed effects models, Approximation and sampling of multivariate probability distributions in the tensor train decomposition

Uses Software

• Mathematica

Cites Work

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