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Volumn 80, Issue 2, 1999, Pages 211-229

Bounds on regeneration times and convergence rates for Markov chains

Author keywords

Computable bounds; Geometric ergodicity; Markov chain Monte Carlo; Rates of convergence; Renewal times; Shift coupling

Indexed keywords


EID: 0001514831     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0304-4149(98)00085-4     Document Type: Article
Times cited : (110)

References (15)
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    • In: Dorit, H. (Ed.), PWS, Boston, MA
    • Jerrum, M., Sinclair, A., 1996. The Markov chain Monte Carlo method: an approach to approximate counting and integration, 1996. In: Dorit, H. (Ed.), Approximation Algorithms for NP-Hard Problems, PWS, Boston, MA, pp. 482-520.
    • (1996) Approximation Algorithms for NP-Hard Problems , pp. 482-520
    • Jerrum, M.1    Sinclair, A.2
  • 7
    • 0030086282 scopus 로고    scopus 로고
    • Geometric convergence rates for stochastically ordered Markov chains
    • Lund R.B., Tweedie R.L. Geometric convergence rates for stochastically ordered Markov chains. Math. Oper. Res. 21:1996;182-194.
    • (1996) Math. Oper. Res. , vol.21 , pp. 182-194
    • Lund, R.B.1    Tweedie, R.L.2
  • 8
    • 0030551974 scopus 로고    scopus 로고
    • Rates of convergence of the Hastings and Metropolis algorithms
    • Mengersen K.L., Tweedie R.L. Rates of convergence of the Hastings and Metropolis algorithms. Ann. Statistics. 24:1996;101-121.
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    • Mengersen, K.L.1    Tweedie, R.L.2
  • 10
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    • Computable bounds for convergence rates of Markov chains
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    • Meyn, S.P.1    Tweedie, R.L.2
  • 13
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    • Shift-coupling and convergence rates of ergodic averages
    • Roberts, G.O., Rosenthal, J.S., 1997. Shift-coupling and convergence rates of ergodic averages. J. Appl. Probab. 35, 1-11.
    • (1997) J. Appl. Probab. , vol.35 , pp. 1-11
    • Roberts, G.O.1    Rosenthal, J.S.2
  • 14
    • 84923618271 scopus 로고
    • Minorization conditions and convergence rates for Markov chain Monte Carlo
    • Rosenthal J.S. Minorization conditions and convergence rates for Markov chain Monte Carlo. J. Amer. Statist. Assoc. 90:1995;558-566.
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    • Rosenthal, J.S.1
  • 15
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    • Subgeometric rates of convergence of f -ergodic Markov chains
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    • Tuominen, P.1    Tweedie, R.L.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.