Establishing some order amongst exact approximations of MCMCs
From MaRDI portal
Publication:350683
DOI10.1214/15-AAP1158zbMath1351.60097arXiv1404.6909OpenAlexW2188679690WikidataQ109746489 ScholiaQ109746489MaRDI QIDQ350683
Christophe Andrieu, Matti Vihola
Publication date: 9 December 2016
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1404.6909
Computational methods in Markov chains (60J22) Inequalities; stochastic orderings (60E15) Monte Carlo methods (65C05) Discrete-time Markov processes on general state spaces (60J05)
Related Items
Which ergodic averages have finite asymptotic variance?, The use of a single pseudo-sample in approximate Bayesian computation, Twisting the alive particle filter, Modelling and computation using NCoRM mixtures for density regression, On the theoretical properties of the exchange algorithm, The node-wise pseudo-marginal method: model selection with spatial dependence on latent graphs, Optimal scaling for the pseudo-marginal random walk Metropolis: insensitivity to the noise generating mechanism, Stability of noisy Metropolis-Hastings, Dimension‐independent Markov chain Monte Carlo on the sphere, Importance sampling correction versus standard averages of reversible MCMCs in terms of the asymptotic variance, On coupling particle filter trajectories, Comparison of hit-and-run, slice sampler and random walk Metropolis, Optimization-Based Markov Chain Monte Carlo Methods for Nonlinear Hierarchical Statistical Inverse Problems, Sequential Bayesian inference for implicit hidden Markov models and current limitations, Peskun-Tierney ordering for Markovian Monte Carlo: beyond the reversible scenario, Product-form estimators: exploiting independence to scale up Monte Carlo, Data-free likelihood-informed dimension reduction of Bayesian inverse problems, Convergence properties of pseudo-marginal Markov chain Monte Carlo algorithms
