On nonlinear Markov chain Monte Carlo

DOI10.3150/10-BEJ307zbMath1241.60037arXiv1107.3046MaRDI QIDQ638765

Christophe Andrieu, Arnaud Doucet, Ajay Jasra, Pierre Del Moral

Publication date: 14 September 2011

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1107.3046

zbMATH Keywords

Poisson equationFoster-Lyapunov conditioninteracting Markov chainsnonlinear Markov kernels

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

Related Items

Inference for a class of partially observed point process models, Some remarks on MCMC estimation of spectra of integral operators, Fluctuations of interacting Markov chain Monte Carlo methods, Convergence of adaptive and interacting Markov chain Monte Carlo algorithms, A central limit theorem for adaptive and interacting Markov chains, On the stability of sequential Monte Carlo methods in high dimensions, Markov chain simulation for multilevel Monte Carlo, A new rate of convergence estimate for homogeneous discrete-time nonlinear Markov chains, Limit theorems for sequential MCMC methods, Collective proposal distributions for nonlinear MCMC samplers: mean-field theory and fast implementation, Empirical measure large deviations for reinforced chains on finite spaces

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