Some things we've learned (about Markov chain Monte Carlo)
From MaRDI portal
Publication:373528
DOI10.3150/12-BEJSP09zbMath1412.60109arXiv1309.7754OpenAlexW2073769344MaRDI QIDQ373528
Publication date: 17 October 2013
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1309.7754
Related Items
Universality of cutoff for graphs with an added random matching, Exactly scale-free scale-free networks, Monte Carlo Markov chains constrained on graphs for a target with disconnected support, Unseparated pairs and fixed points in random permutations, Using Bernoulli maps to accelerate mixing of a random walk on the torus, Speeding up Markov chains with deterministic jumps, Random generators of the symmetric group: diameter, mixing time and spectral gap., Counterexamples for optimal scaling of Metropolis-Hastings chains with rough target densities, Characterizing limits and opportunities in speeding up Markov chain mixing, Correction to: ``Speeding up Markov chains with deterministic jumps, Is EM really necessary here? Examples where it seems simpler not to use EM, On the geometric ergodicity of Hamiltonian Monte Carlo, Unnamed Item
Cites Work
- Can extra updates delay mixing?
- Geometric analysis for the Metropolis algorithm on Lipschitz domains
- Mixing times for random \(k\)-cycles and coalescence-fragmentation chains
- Nash inequalities for finite Markov chains
- Generating random vectors in \((\mathbb Z/ p \mathbb Z)^d\) via an affine random process
- A survey of results on random random walks on finite groups
- Exchangeable pairs and Poisson approximation
- Markov chain comparison
- Random walks arising in random number generation
- An affine walk on the hypercube
- Trailing the dovetail shuffle to its lair
- Comparison techniques for random walk on finite groups
- Random random walks on \(\mathbb{Z}_2^d\)
- Honest exploration of intractable probability distributions via Markov chain Monte Carlo.
- Affine shuffles, shuffles with cuts, the Whitehouse module, and patience sorting
- Algebraic algorithms for sampling from conditional distributions
- Quantitative convergence rates of Markov chains: A simple account
- Analysis of a nonreversible Markov chain sampler.
- On the spectral analysis of second-order Markov chains
- Optimizing the asymptotic convergence rate of the Diaconis-Holmes-Neal sampler
- Logarithmic Sobolev inequalities for finite Markov chains
- Lifting Markov chains to speed up mixing
- Mathematical Aspects of Mixing Times in Markov Chains
- A lower bound for the Chung-Diaconis-Graham random process
- The Markov chain Monte Carlo revolution
- Diameters and Eigenvalues
- Generating a random permutation with random transpositions
- On the distribution of the length of the longest increasing subsequence of random permutations
- Mixing times of the biased card shuffling and the asymmetric exclusion process
- On Choosing and Bounding Probability Metrics
- Dobrushin Conditions and Systematic Scan
- Analysis of systematic scan Metropolis algorithms using Iwahori-Hecke algebra techniques
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
