Spectral bounds for certain two-factor non-reversible MCMC algorithms

DOI10.1214/ECP.v20-4528zbMath1333.60165MaRDI QIDQ907972

Jeffrey S. Rosenthal, Peter Rosenthal

Publication date: 2 February 2016

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

zbMATH Keywords

spectrumconvergence rateoperatorGibbs samplerMetropolis-Hastings algorithmMCMC algorithmmarginal chain

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Discrete-time Markov processes on general state spaces (60J05) Numerical analysis or methods applied to Markov chains (65C40) Applications of operator theory in probability theory and statistics (47N30)

Related Items (6)

Convergence rates of two-component MCMC samplers ⋮ Fast Markov Chain Monte Carlo for High-Dimensional Bayesian Regression Models With Shrinkage Priors ⋮ On a Metropolis-Hastings importance sampling estimator ⋮ Mixing of MCMC algorithms ⋮ Peskun-Tierney ordering for Markovian Monte Carlo: beyond the reversible scenario ⋮ Analysis of non-reversible Markov chains via similarity orbits

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