A computable bound of the essential spectral radius of finite range metropolis-Hastings kernels
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Publication:310632
DOI10.1016/j.spl.2016.05.007zbMath1346.60113arXiv1611.07809OpenAlexW2403257434MaRDI QIDQ310632
Publication date: 8 September 2016
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1611.07809
Computational methods in Markov chains (60J22) Sums of independent random variables; random walks (60G50) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Numerical analysis or methods applied to Markov chains (65C40) Linear operators defined by compactness properties (47B07)
Cites Work
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- Renewal theory and computable convergence rates for geometrically erdgodic Markov chains
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- Computable bounds of an 𝓁²-spectral gap for discrete Markov chains with band transition matrices
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- Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms
- Sur un Theoreme Spectral et son Application aux Noyaux Lipchitziens
- On the geometric ergodicity of Metropolis-Hastings algorithms
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