Efficiency of finite state space Monte Carlo Markov chains

DOI10.1016/S0167-7152(01)00115-8zbMATH Open0989.60066OpenAlexW2088129467WikidataQ127255307 ScholiaQ127255307MaRDI QIDQ5953883FDOQ5953883

Authors: Antonietta Mira 

Publication date: 29 July 2002

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(01)00115-8

Recommendations

• Ordering and improving the performance of Monte Carlo Markov chains.
• Stationarity preserving and efficiency increasing probability mass transfers made possible
• Algorithms for improving efficiency of discrete Markov chains
• Markov chain Monte Carlo on finite state spaces
• General state space Markov chains and MCMC algorithms

zbMATH Keywords

Markov chain Monte CarloMetropolis-Hastings algorithmPeskun orderingefficiency orderingstationarity preserving and efficiency increasing probability mass transfers

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Cites Work

• Markov chains for exploring posterior distributions. (With discussion)
• Analysis of a nonreversible Markov chain sampler.
• Title not available (Why is that?)
• Title not available (Why is that?)
• A note on Metropolis-Hastings kernels for general state spaces
• Accelerating Gaussian diffusions
• Optimum Monte-Carlo sampling using Markov chains
• Optimal spectral structure of reversible stochastic matrices, Monte Carlo methods and the simulation of Markov random fields
• Title not available (Why is that?)

Cited In (9)

• Dependence ordering for Markov processes on partially ordered spaces
• The order of degeneracy of Markov chain Monte Carlo method
• Algorithms for improving efficiency of discrete Markov chains
• Designing simple and efficient Markov chain Monte Carlo proposal kernels
• Stationarity preserving and efficiency increasing probability mass transfers made possible
• Variance reduction for diffusions
• Title not available (Why is that?)
• Ordering and improving the performance of Monte Carlo Markov chains.
• Improving the convergence of reversible samplers

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