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Variance bounding Markov chains (Q930683)

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Language	Label	Description	Also known as
English	Variance bounding Markov chains	scientific article

Statements

scholarly article

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Variance bounding Markov chains (English)

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zbMATH Open document ID

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10.1214/07-AAP486

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Gareth O. Roberts

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Jeffrey S. Rosenthal

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The Annals of Applied Probability

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publication date

1 July 2008

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full work available at URL

https://arxiv.org/abs/0806.2747

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Mathematics Subject Classification ID

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zbMATH DE Number

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zbMATH Keywords

Markov chain Monte Carlo

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Metropolis-Hastings algorithm

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central limit theorem

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variance

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Peskun order

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geometric ergodicity

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spectrum

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MaRDI profile type

MaRDI publication profile

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Rates of convergence for everywhere-positive Markov chains

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Basic properties of strong mixing conditions. A survey and some open questions

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Markov chains for exploring posterior distributions. (With discussion)

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Analysis of a nonreversible Markov chain sampler.

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Eigenvalue bounds on convergence to stationarity for nonreversible Markov chains, with an application to the exclusion process

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Monte Carlo sampling methods using Markov chains and their applications

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On the applicability of regenerative simulation in Markov chain Monte Carlo

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On the Markov chain central limit theorem

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Honest exploration of intractable probability distributions via Markov chain Monte Carlo.

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Sufficient burn-in for Gibbs samplers for a hierarchical random effects model.

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Central limit theorem for additive functionals of reversible Markov processes and applications to simple exclusions

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Bounds on the L 2 Spectrum for Markov Chains and Markov Processes: A Generalization of Cheeger's Inequality

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Covariance structure of the Gibbs sampler with applications to the comparisons of estimators and augmentation schemes

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Rates of convergence of the Hastings and Metropolis algorithms

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Markov chains and stochastic stability

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Ordering and improving the performance of Monte Carlo Markov chains.

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Perfect Slice Samplers

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Slice sampling. (With discussions and rejoinder)

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Optimum Monte-Carlo sampling using Markov chains

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A note on acceptance rate criteria for CLTS for Metropolis–Hastings algorithms

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Geometric ergodicity and hybrid Markov chains

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Markov-chain monte carlo: Some practical implications of theoretical results

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Convergence of Slice Sampler Markov Chains

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Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms

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Exponential convergence of Langevin distributions and their discrete approximations

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Minorization Conditions and Convergence Rates for Markov Chain Monte Carlo

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Quantitative convergence rates of Markov chains: A simple account

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Asymptotic Variance and Convergence Rates of Nearly-Periodic Markov Chain Monte Carlo Algorithms

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On variance conditions for Markov chain CLTs

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A note on Metropolis-Hastings kernels for general state spaces

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Mathematics(1 entry)

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