Antithetic coupling of two Gibbs sampler chains.

DOI10.1214/aos/1015956710zbMath1105.65303OpenAlexW2000911694MaRDI QIDQ1848817

Jørund Gåsemyr, Håvard Rue, Arnoldo Frigessi

Publication date: 14 November 2002

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1015956710

Mathematics Subject Classification ID

Numerical analysis or methods applied to Markov chains (65C40)

Related Items

Designing simple and efficient Markov chain Monte Carlo proposal kernels, Multiprocess parallel antithetic coupling for backward and forward Markov chain Monte Carlo, New Inputs and Methods for Markov Chain Quasi-Monte Carlo, Parallel hierarchical sampling: a general-purpose interacting Markov chains Monte Carlo algorithm, A quasi-Monte Carlo Metropolis algorithm, Optimization of the antithetic Gibbs sampler for Gaussian Markov random fields, Bayesian computation: a summary of the current state, and samples backwards and forwards, Constructing Sampling Schemes via Coupling: Markov Semigroups and Optimal Transport, Information bounds for Gibbs samplers

Cites Work

• Markov chains and stochastic stability
• Antithetic acceleration of Monte Carlo integration in Bayesian inference
• Improving Stochastic Relaxation for Gussian Random Fields
• Sampling-Based Approaches to Calculating Marginal Densities
• Perfect Simulation of Conditionally Specified Models
• Bayesian Inference of Survival Probabilities, Under Stochastic Ordering Constraints
• Association of Random Variables, with Applications
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