Faithful couplings of Markov chains: Now equals forever
From MaRDI portal
Publication:678615
DOI10.1006/aama.1996.0515zbMath0872.60050OpenAlexW2023534876MaRDI QIDQ678615
Publication date: 15 September 1997
Published in: Advances in Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1006/aama.1996.0515
Related Items
Markov Kernels Local Aggregation for Noise Vanishing Distribution Sampling, Unbiased approximation of posteriors via coupled particle Markov chain Monte Carlo, MEXIT: maximal un-coupling times for stochastic processes, A note on disagreement percolation, On quasi-successful couplings of Markov processes, Coupling polynomial Stratonovich integrals: the two-dimensional Brownian case, SMALL AND PSEUDO-SMALL SETS FOR MARKOV CHAINS, On the central limit theorem for geometrically ergodic Markov chains, Metric properties of discrete time exclusion type processes in continuum, An upper bound on the convergence time of the Gibbs sampler in Ising models, Coupling and Ergodicity of Adaptive Markov Chain Monte Carlo Algorithms, Coupling the Kolmogorov diffusion: maximality and efficiency considerations, Segregating Markov chains, Convergence rate bounds for iterative random functions using one-shot coupling, Coupling, local times, immersions
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Markov chains and stochastic stability
- A refinement of the coupling method in renewal theory
- Shift-coupling
- Computable bounds for geometric convergence rates of Markov chains
- Shift-coupling and convergence rates of ergodic averages
- General Irreducible Markov Chains and Non-Negative Operators
- Sampling-Based Approaches to Calculating Marginal Densities
- The coupling of regenerative processes
- A simple coupling of renewal processes
- A maximal coupling for Markov chains
- On coupling of Markov chains
- Minorization Conditions and Convergence Rates for Markov Chain Monte Carlo