Perturbation bounds for Monte Carlo within metropolis via restricted approximations

DOI10.1016/j.spa.2019.06.015OpenAlexW2955407160WikidataQ91631110 ScholiaQ91631110MaRDI QIDQ1986021

Felipe Medina-Aguayo, Nikolaus Schweizer, Daniel Rudolf

Publication date: 7 April 2020

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1809.09547

zbMATH Keywords

Markov chain Monte Carlointractable likelihoodrestricted approximationMonte Carlo within metropolis

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

Related Items (9)

On the theoretical properties of the exchange algorithm ⋮ Rate-optimal refinement strategies for local approximation MCMC ⋮ Complexity results for MCMC derived from quantitative bounds ⋮ Robustness of iterated function systems of Lipschitz maps ⋮ Explicit bounds for spectral theory of geometrically ergodic Markov kernels and applications ⋮ Stability of doubly-intractable distributions ⋮ Approximate Spectral Gaps for Markov Chain Mixing Times in High Dimensions ⋮ On the local Lipschitz stability of Bayesian inverse problems ⋮ Approximations of geometrically ergodic reversible markov chains

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