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Publication:3543470
zbMath1252.60074MaRDI QIDQ3543470
Fabrizio Leisen, Antonietta Mira
Publication date: 2 December 2008
Full work available at URL: http://www3.stat.sinica.edu.tw/statistica/J18N4/J18N422/J18N422.html
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Markov processes: estimation; hidden Markov models (62M05) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Continuous-time Markov processes on discrete state spaces (60J27)
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Improving the convergence of reversible samplers ⋮ On hitting time, mixing time and geometric interpretations of Metropolis-Hastings reversiblizations ⋮ A note on variance bounding for continuous time Markov chains ⋮ Variational principles for asymptotic variance of general Markov processes ⋮ Minimising MCMC variance via diffusion limits, with an application to simulated tempering ⋮ Hitting, mixing and tunneling asymptotics of Metropolis-Hastings reversiblizations in the low-temperature regime ⋮ Peskun-Tierney ordering for Markovian Monte Carlo: beyond the reversible scenario ⋮ Variational formulas for asymptotic variance of general discrete-time Markov chains
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