Reversible algorithm of simulating multivariate densities with multi-hump

DOI10.1007/BF02878717MaRDI QIDQ1609649zbMATH OpenOpenAlexFDO

Authors Gong Guanglu, jun Xie, Minping Qian

Publication date 15 August 2002

Published in Science in China. Series A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02878717

zbMATH Keywords

Markov chain Monte CarlosimulationGibbs samplerreversible Markov chainmulti-hump

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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Cites work

• scientific article; zbMATH DE number 472921 (Why is no real title available?)
• scientific article; zbMATH DE number 472922 (Why is no real title available?)
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• scientific article; zbMATH DE number 597902 (Why is no real title available?)
• scientific article; zbMATH DE number 795289 (Why is no real title available?)
• Convergence of some partially parallel Gibbs samplers with annealing
• Geometric bounds for eigenvalues of Markov chains
• Hierarchical Bayesian Analysis of Changepoint Problems
• Importance sampling for Gibbs random fields
• Inference from iterative simulation using multiple sequences
• Markov chains for exploring posterior distributions. (With discussion)
• Metastability of exponentially perturbed Markov chains
• On the rate of convergence of the Metropolis algorithm and Gibbs sampler by geometric bounds
• Rates of convergence for Gibbs sampling for variance component models
• Simple conditions for the convergence of the Gibbs sampler and Metropolis-Hastings algorithms

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