On the rate of convergence of the Gibbs sampler for the 1-D Ising model by geometric bound

DOI10.1016/J.SPL.2015.06.004MaRDI QIDQ894567zbMATH OpenOpenAlexFDO

Authors Shang-Ying Shiu, Ting-Li Chen

Publication date 1 December 2015

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

Full work available at URL https://doi.org/10.1016/j.spl.2015.06.004

zbMATH Keywords

Markov chain Monte Carlorate of convergenceGibbs samplerIsing model

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Numerical analysis or methods applied to Markov chains (65C40) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Lattice systems (Ising, dimer, Potts, etc.) and systems on graphs arising in equilibrium statistical mechanics (82B20)

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Cites work

• scientific article; zbMATH DE number 472933 (Why is no real title available?)
• Accelerating reversible Markov chains
• Bounding the convergence time of the Gibbs sampler in Bayesian image restoration
• Computational complexity of Markov chain Monte Carlo methods for finite Markov random fields
• Equation of state calculations by fast computing machines
• Geometric bounds for eigenvalues of Markov chains
• Improved Bounds for Mixing Rates of Markov Chains and Multicommodity Flow
• Information bounds for Gibbs samplers
• Monte Carlo sampling methods using Markov chains and their applications
• On the optimal transition matrix for Markov chain Monte Carlo sampling
• On the rate of convergence of the Metropolis algorithm and Gibbs sampler by geometric bounds
• Optimal spectral structure of reversible stochastic matrices, Monte Carlo methods and the simulation of Markov random fields
• Rates of convergence of the Hastings and Metropolis algorithms
• Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
• Variance bounding Markov chains

Cited in

(3)

• Convergence of the equi-energy sampler and its application to the ising model
• An upper bound on the convergence time of the Gibbs sampler in Ising models
• The convergence rate of the Gibbs sampler for generalized 1-D Ising model

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