Positivity of hit-and-run and related algorithms

DOI10.1214/ECP.v18-2507zbMath1300.60081arXiv1212.4512OpenAlexW1982097817MaRDI QIDQ743016

Mario Ullrich, Daniel Rudolf

Publication date: 22 September 2014

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1212.4512

zbMATH Keywords

lazymetropolispositivityspectral gaphit-and-run

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05)

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Convergence rates of two-component MCMC samplers ⋮ On the theoretical properties of the exchange algorithm ⋮ MCMC Algorithms for Posteriors on Matrix Spaces ⋮ Dimension-Independent MCMC Sampling for Inverse Problems with Non-Gaussian Priors ⋮ Comparison of hit-and-run, slice sampler and random walk Metropolis ⋮ Quantitative spectral gap estimate and Wasserstein contraction of simple slice sampling ⋮ On a generalization of the preconditioned Crank-Nicolson metropolis algorithm ⋮ Limit theorems for sequential MCMC methods ⋮ Computation of Expectations by Markov Chain Monte Carlo Methods ⋮ The hit-and-run version of top-to-random

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