An asymptotic Peskun ordering and its application to lifted samplers

DOI10.3150/23-BEJ1674MaRDI QIDQ6565323zbMATH OpenFDO

Authors Philippe Gagnon, Florian Maire

Publication date 2 July 2024

Published in Bernoulli (Search for Journal in Brave)

zbMATH Keywords

variable selectionBayesian statisticsMarkov chain Monte Carlo methodsIsing modelbinary random variables

Mathematics Subject Classification ID

Probability theory and stochastic processes (60-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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Cites work

• A note on Metropolis-Hastings kernels for general state spaces
• Analysis of a nonreversible Markov chain sampler.
• Approximate spectral gaps for Markov chain mixing times in high dimensions
• Asymptotic Statistics
• Equation of state calculations by fast computing machines
• Informed proposals for local MCMC in discrete spaces
• Lifting Markov chains to speed up mixing
• Monte Carlo sampling methods using Markov chains and their applications
• Non-Reversible Parallel Tempering: A Scalable Highly Parallel MCMC Scheme
• Non-reversible Metropolis-Hastings
• Non-reversible guided Metropolis kernel
• Nonreversible Jump Algorithms for Bayesian Nested Model Selection
• Optimum Monte-Carlo sampling using Markov chains
• Peskun-Tierney ordering for Markovian Monte Carlo: beyond the reversible scenario
• The Barker Proposal: Combining Robustness and Efficiency in Gradient-Based MCMC
• The Bernstein-von Mises theorem under misspecification
• Uniform ergodicity of the iterated conditional SMC and geometric ergodicity of particle Gibbs samplers

Cited in

(1)

• Robust heavy-tailed versions of generalized linear models with applications in actuarial science

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