Accelerating reversible Markov chains

DOI10.1016/j.spl.2013.05.002zbMath1285.60076OpenAlexW2070007641MaRDI QIDQ2637358

Chii-Ruey Hwang, Ting-Li Chen

Publication date: 11 February 2014

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2013.05.002

zbMATH Keywords

rate of convergenceMarkov chain Monte Carlo methodasymptotic variancereversibilityantisymmetric perturbation

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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