Studying Convergence of Markov Chain Monte Carlo Algorithms Using Coupled Sample Paths

DOI10.2307/2291391MaRDI QIDQ3128655zbMATH OpenOpenAlexFDO

Authors V. Johnson

Publication date 18 September 1997

Full work available at URL https://doi.org/10.2307/2291391

zbMATH Keywords

growth ratesquadratureconvergence propertiesIsing modelsMetropolis-Hasting algorithmGibbs samplerscoupled chainsMarkov chain Monte Carlo sampling schemesmixtures of bivariate normal distributionsmultimodal posteriors

Mathematics Subject Classification ID

Bayesian inference (62F15) Probabilistic methods, stochastic differential equations (65C99)

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• PHASE RANDOMIZATION: A CONVERGENCE DIAGNOSTIC TEST FOR MCMC
• Unbiased Markov chain Monte Carlo for intractable target distributions
• A pathological MCMC algorithm and its use as a benchmark for convergence assessment technique chains
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• On Unbiased Estimation for Discretized Models
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