Sampling by divergence minimization

DOI10.1080/03610918.2023.2199352MaRDI QIDQ6971500zbMATH OpenFDO

Authors Ameer Dharamshi, Jeffrey S. Rosenthal

Publication date 13 June 2025

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2023.2199352

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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• Optimal scaling for various Metropolis-Hastings algorithms.
• Simple conditions for the convergence of the Gibbs sampler and Metropolis-Hastings algorithms
• Stability of adversarial Markov chains, with an application to adaptive MCMC algorithms
• The Multiple-Try Method and Local Optimization in Metropolis Sampling
• Weak convergence of Metropolis algorithms for non-I.I.D. target distributions

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