Hit and run as a unifying device

zbMath1441.60002MaRDI QIDQ2197359

Hans C. Andersen, Persi Diaconis

Publication date: 31 August 2020

Published in: Journal de la Société Française de Statistique \& Revue de Statistique Appliquée (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item/JSFS_2007__148_4_5_0

zbMATH Keywords

data augmentationauxiliary variablesMarkov chain Monte Carlo algorithmsBurnside processhit and runSwedsen-Wang algorithm

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Computational methods for problems pertaining to probability theory (60-08) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Contingency tables (62H17)

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Fast mixing of a randomized shift-register Markov chain, New Stick Number Bounds from Random Sampling of Confined Polygons, Hahn polynomials and the Burnside process, Convergence of Gibbs sampling: coordinate hit-and-run mixes fast, Pattern hit-and-run for sampling efficiently on polytopes, Comparison of hit-and-run, slice sampler and random walk Metropolis, Speeding up Markov chains with deterministic jumps, A generalization of the Solis-Wets method, Measuring exposure to dependence risk with random Bernstein copula scenarios, Correction to: ``Speeding up Markov chains with deterministic jumps, Hit and run ARMS: adaptive rejection Metropolis sampling with hit and run random direction, A non-local random walk on the hypercube, Statistics of the two star ERGM, Mixing times for the commuting chain on CA groups

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