Algorithms for improving efficiency of discrete Markov chains

DOI10.1007/s13226-017-0242-7zbMath1388.60126OpenAlexW2782041248MaRDI QIDQ1745667

Kshitij Khare, George Casella, Nabanita Mukherjee

Publication date: 18 April 2018

Published in: Indian Journal of Pure \& Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13226-017-0242-7

zbMATH Keywords

Markov chain Monte Carloasymptotic efficiencyMetropolis-Hastings algorithmPeskun ordering

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Cites Work

• Optimal spectral structure of reversible stochastic matrices, Monte Carlo methods and the simulation of Markov random fields
• A note on Metropolis-Hastings kernels for general state spaces
• A geometric interpretation of the Metropolis-Hastings algorithm.
• Ordering and improving the performance of Monte Carlo Markov chains.
• Mixing times of lozenge tiling and card shuffling Markov chains
• Analysis of a nonreversible Markov chain sampler.
• Optimum Monte-Carlo sampling using Markov chains
• Finite Continuous Time Markov Chains
• Equation of State Calculations by Fast Computing Machines
• Geometric Allocation Approach for Transition Kernel of Markov Chain
• Monte Carlo sampling methods using Markov chains and their applications

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