V-Subgeometric ergodicity for a Hastings–Metropolis algorithm

By Gersende Fort, Eric Moulines. 2000

58 citations recorded by the source corpus.

Subfields: Computational Theory and Mathematics, Mathematical Physics, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/bd42e8d4141537e9cac8defbc6d4ee8de446aeda

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In Computational Theory and Mathematics

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Citations in the corpus

Convergence of Heavy‐tailed Monte Carlo Markov Chain Algorithms (2007, methodology): “The weaker cone condition introduced in Jarner & Hansen (2000), which is sufficient in the geometrically ergodic case and the subgeometrically ergodic case considered in Fort & Moulines (2000), does not seem to be sufficient to give optimal polynomial rates in general.”
On the Markov chain central limit theorem (2004, background): “Several m otivating exam ples are given which range from toy one-dim ensionalsettings to com plicated settingsencountered in M arkov chain M onte Carlo.”
On multidimensional Ornstein-Uhlenbeck processes driven by a general Lévy process (2004, background): “For several types of Markov chain or process, many researchers worked on the derivation of nonexponential bounds such as subgeometric and polynomial; see, for example, Tweedie (1983), Tuominen and Tweedie (1994), Veretennikov (1997, 1999) and Fort and Moulines (2000).”
Markov chain Monte Carlo: Can we trust the third significant figure? (2007, background): “For example, Hobert and Geyer (1998), Johnson and Jones (2008), Jones and Hobert (2004), Marchev and Hobert (2004), Mira and Tierney (2002), Robert (1995), Roberts and Polson (1994), Roberts and Rosenthal (1999), Rosenthal (1995, 1996), Roy and Hobert (2007), and Tierney (1994) examined Gibbs sample”
Subgeometric rates of convergence of f-ergodic strong Markov processes (2006, background): “4] for a complete discussion on this interplay).”
Fixed-Width Output Analysis for Markov Chain Monte Carlo (2006, background): “For example, Hobert and Geyer (1998), Hobert, Jones, Presnell, and Rosenthal (2002), Jones and Hobert (2004), Marchev and Hobert (2004), Mira and Tierney (2002), Robert (1995), Roberts and Polson (1994), Roberts and Rosenthal (1999), Rosenthal (1995, 1996), and Tierney (1994) examined Gibbs samplers”