Gibbs/Metropolis algorithms on a convex polytope

DOI10.1007/s00209-011-0924-5zbMath1254.60079arXiv1104.0749OpenAlexW2050942782MaRDI QIDQ455635

Laurent Michel, Gilles Lebeau, Persi Diaconis

Publication date: 22 October 2012

Published in: Mathematische Zeitschrift (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1104.0749

zbMATH Keywords

Metropolis algorithmconvex polytopesMetropolis operator

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Discrete-time Markov processes on general state spaces (60J05) Numerical analysis or methods applied to Markov chains (65C40)

Related Items

Bayesian estimation of generalized partition of unity copulas, Singular relaxation of a random walk in a box with a Metropolis Monte Carlo dynamics, Harnack inequalities and Gaussian estimates for random walks on metric measure spaces, Convergence of Gibbs sampling: coordinate hit-and-run mixes fast, False discovery variance reduction in large scale simultaneous hypothesis tests, Measuring exposure to dependence risk with random Bernstein copula scenarios, SPECTRAL ANALYSIS OF HYPOELLIPTIC RANDOM WALKS

Cites Work

• Unnamed Item
• Geometric analysis for the Metropolis algorithm on Lipschitz domains
• Markov chains and stochastic stability
• Micro-local analysis for the Metropolis algorithm
• What do we know about the Metropolis algorithm?
• Applications of geometric bounds to the convergence rate of Markov chains on \(\mathbb R^ {n}\).
• Semi-classical analysis of a random walk on a manifold
• Efficient Monte Carlo Procedures for Generating Points Uniformly Distributed over Bounded Regions
• The geometry of logconcave functions and sampling algorithms
• Random walks in a convex body and an improved volume algorithm
• Minorization Conditions and Convergence Rates for Markov Chain Monte Carlo