Some rapidly mixing hit-and-run samplers for latent counts in linear inverse problems

DOI10.3150/23-BEJ1690MaRDI QIDQ6589568FDOQ6589568

Authors: Martin L. Hazelton, Michael Mcveagh, Christopher Tuffley, B. Van Brunt 

Publication date: 20 August 2024

Published in: Bernoulli (Search for Journal in Brave)

Recommendations

• Rapid mixing and Markov bases
• Connecting the latent multinomial
• Low-rank independence samplers in hierarchical Bayesian inverse problems
• An analysis of a variation of hit-and-run for uniform sampling from general regions
• Slow hit-and-run sampling

zbMATH Keywords

random walkmixing timeaugmenting pathMarkov basissecond largest eigenvalue modulusEulerian matrixfibre sampler

Mathematics Subject Classification ID

Applications of statistics (62Pxx) Multivariate analysis (62Hxx) Probabilistic methods, stochastic differential equations (65Cxx)

Cites Work

• Markov chains and mixing times. With a chapter on ``Coupling from the past by James G. Propp and David B. Wilson.
• Bayesian Inference on Network Traffic Using Link Count Data
• Statistical and computational inverse problems.
• Sequential importance sampling for multiway tables
• Efficient Monte Carlo Procedures for Generating Points Uniformly Distributed over Bounded Regions
• On Augmentation Algorithms for Linear and Integer-Linear Programming: From Edmonds--Karp to Bland and Beyond
• Computing generating sets of lattice ideals and Markov bases of lattices
• Algebraic algorithms for sampling from conditional distributions
• Network tomography: recent developments
• Connecting the latent multinomial
• Network Tomography: Estimating Source-Destination Traffic Intensities from Link Data
• Uncovering a Latent Multinomial: Analysis of Mark-Recapture Data with Misidentification
• Estimating Latent Processes on a Network From Indirect Measurements
• Markov bases for decomposable graphical models
• Improved Bounds for Mixing Rates of Markov Chains and Multicommodity Flow
• Title not available (Why is that?)
• Some characterizations of minimal Markov basis for sampling from discrete conditional distribu\-tions
• Discrete hit-and-run for sampling points from arbitrary distributions over subsets of integer hyperrectangles
• Algebraic Markov Bases and MCMC for Two‐Way Contingency Tables
• Polytope samplers for network tomography
• Rapid mixing and Markov bases
• Network tomography for integer-valued traffic
• Heat-bath random walks with Markov bases
• Geometrically aware dynamic Markov bases for statistical linear inverse problems

Cited In (1)

• When lattice bases are Markov bases

This page was built for publication: Some rapidly mixing hit-and-run samplers for latent counts in linear inverse problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6589568)