Convergence rates and moments of Markov chains associated with the mean of Dirichlet processes.

DOI10.1016/S0304-4149(02)00139-4zbMath1075.60549MaRDI QIDQ2574512

Richard L. Tweedie, Søren Fiig Jarner

Publication date: 29 November 2005

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

zbMATH Keywords

Markov chain Monte Carlogeometric and polynomial ergodicity

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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Cites Work

• Markov chains and stochastic stability
• Distribution functions of means of a Dirichlet process
• Bayesian nonparametric predictive inference and bootstrap techniques
• Necessary conditions for geometric and polynomial ergodicity of random-walk-type Markov chains
• Bounds on regeneration times and convergence rates for Markov chains
• Polynomial convergence rates of Markov chains
• Correction to: Distribution functions of means of a Dirichlet process
• A Bayesian analysis of some nonparametric problems
• Linear functionals and Markov chains associated with Dirichlet processes
• Approximating distributions of random functionals of Ferguson-Dirichlet priors
• Subgeometric Rates of Convergence of f-Ergodic Markov Chains
• Rates of convergence of stochastically monotone and continuous time Markov models
• Markov chain Monte Carlo estimation of the law of the mean of a Dirichlet process

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