A Gibbs sampler on the \(n\)-simplex

DOI10.1214/12-AAP916zbMath1293.60072arXiv1107.5829MaRDI QIDQ2443187

Yanyan Li

Publication date: 4 April 2014

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

Full work available at URL: https://arxiv.org/abs/1107.5829

zbMATH Keywords

Markov chainGibbs samplerperfect sampling

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Numerical analysis or methods applied to Markov chains (65C40)

Related Items (13)

A phase transition for repeated averages ⋮ A transport process on graphs and its limiting distributions ⋮ On the mixing time of Kac's walk and other high-dimensional Gibbs samplers with constraints ⋮ Rates of convergence for Gibbs sampling in the analysis of almost exchangeable data ⋮ Kac’s random walk on the special orthogonal group mixes in polynomial time ⋮ Mixing of the averaging process and its discrete dual on finite-dimensional geometries ⋮ Spectral telescope: convergence rate bounds for random-scan Gibbs samplers based on a hierarchical structure ⋮ The mathematics of mixing things up ⋮ Mixing time of the adjacent walk on the simplex ⋮ Analysis of convergence rates of some Gibbs samplers on continuous state spaces ⋮ Optimal Coadapted Coupling for a Random Walk on the Hyper-Complete Graph ⋮ Coupling the Kolmogorov diffusion: maximality and efficiency considerations ⋮ Coupling, local times, immersions

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Total variation bound for Kac's random walk
• Random rotations: Characters and random walks on \(SO(N)\)
• Honest exploration of intractable probability distributions via Markov chain Monte Carlo.
• On generalizing the cut-off phenomenon for random walks on groups
• Hit-and-run mixes fast
• On the convergence to equilibrium of Kac's random walk on matrices
• The Markov chain Monte Carlo revolution
• Minorization Conditions and Convergence Rates for Markov Chain Monte Carlo
• Exact sampling with coupled Markov chains and applications to statistical mechanics
• Approximation, Randomization and Combinatorial Optimization. Algorithms and Techniques

This page was built for publication: A Gibbs sampler on the \(n\)-simplex