An upper bound on the convergence time of the Gibbs sampler in Ising models

DOI10.1080/10629360600680720zbMath1127.62028OpenAlexW2029016747MaRDI QIDQ5438718

Yuichi Shiraishi

Publication date: 28 January 2008

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10629360600680720

zbMATH Keywords

Markov chain Monte Carlocoupling from the pastcoupling methodology

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Numerical analysis or methods applied to Markov chains (65C40)

Cites Work

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• Polynomial-Time Approximation Algorithms for the Ising Model
• Convergence in the Wasserstein Metric for Markov Chain Monte Carlo Algorithms with Applications to Image Restoration
• Computational complexity of Markov chain Monte Carlo methods for finite Markov random fields
• Minorization Conditions and Convergence Rates for Markov Chain Monte Carlo
• Exact sampling with coupled Markov chains and applications to statistical mechanics
• On Exact Simulation of Markov Random Fields Using Coupling from the Past

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