Reversibility of elliptical slice sampling revisited

DOI10.3150/24-BEJ1774MaRDI QIDQ7022629zbMATH OpenFDO

Authors Mareike Hasenpflug, Viacheslav Telezhnikov, Daniel Rudolf

Publication date 25 February 2025

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/journals/bernoulli/volume-31/issue-2/Reversibility-of-elliptical-slice-sampling-revisited/10.3150/24-BEJ1774.full

zbMATH Keywords

elliptical slice samplingMarkov chainreversibilitytransition kernel

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Computational methods in Markov chains (60J22) Transition functions, generators and resolvents (60J35) Numerical analysis or methods applied to Markov chains (65C40)

Cites work

• A function space HMC algorithm with second order Langevin diffusion limit
• Algorithms for Kullback-Leibler approximation of probability measures in infinite dimensions
• Dimension-independent likelihood-informed MCMC
• Dimension‐independent Markov chain Monte Carlo on the sphere
• Efficient Bayesian shape-restricted function estimation with constrained Gaussian process priors
• Explicit error bounds for Markov chain Monte Carlo
• Geometric MCMC for infinite-dimensional inverse problems
• scientific article; zbMATH DE number 1713116 (Why is no real title available?)
• scientific article; zbMATH DE number 1522714 (Why is no real title available?)
• scientific article; zbMATH DE number 1776363 (Why is no real title available?)
• Hybrid Monte Carlo on Hilbert spaces
• Markov Chains
• Markov Chains and Stochastic Stability
• Markov chains for exploring posterior distributions. (With discussion)
• MCMC methods for functions: modifying old algorithms to make them faster
• On a generalization of the preconditioned Crank-Nicolson metropolis algorithm
• On the local Lipschitz stability of Bayesian inverse problems
• On the Markov chain central limit theorem
• Parallel MCMC with generalized elliptical slice sampling
• Perturbation bounds for Monte Carlo within metropolis via restricted approximations
• Perturbation theory for Markov chains via Wasserstein distance
• Proposals which speed up function-space MCMC
• Quantitative spectral gap estimate and Wasserstein contraction of simple slice sampling
• Slice sampling. (With discussions and rejoinder)
• Stability of doubly-intractable distributions

Cited in

(2)

• Geodesic slice sampling on Riemannian manifolds
• Geodesic slice sampling on the sphere

This page was built for publication: Reversibility of elliptical slice sampling revisited

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7022629)