메뉴 건너뛰기




Volumn 87, Issue 1, 2000, Pages 1-23

Applications of geometric bounds to the convergence rate of Markov chains on n

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0012864525     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0304-4149(99)00101-5     Document Type: Article
Times cited : (18)

References (33)
  • 1
    • 44949272138 scopus 로고
    • On the rates of convergence of stochastic relaxation for Gaussian and non-Gaussian distributions
    • Amit Y. On the rates of convergence of stochastic relaxation for Gaussian and non-Gaussian distributions. J. Multivariate Anal. 38:1991;89-99.
    • (1991) J. Multivariate Anal. , vol.38 , pp. 89-99
    • Amit, Y.1
  • 2
    • 0000059712 scopus 로고
    • Comparing sweep strategies for stochastic relaxation
    • Amit Y., Grenander U. Comparing sweep strategies for stochastic relaxation. J. Multivariate Anal. 37(2):1991;197-222.
    • (1991) J. Multivariate Anal. , vol.37 , Issue.2 , pp. 197-222
    • Amit, Y.1    Grenander, U.2
  • 3
    • 84974003688 scopus 로고
    • Brownian motion and the fundamental frequency of a drum
    • Bañuelos R., Carroll T. Brownian motion and the fundamental frequency of a drum. Duke Math. J. 75:1994;575-602.
    • (1994) Duke Math. J. , vol.75 , pp. 575-602
    • Bañuelos, R.1    Carroll, T.2
  • 4
    • 0000178531 scopus 로고
    • Rates of convergence for everywhere-positive Markov chains
    • Baxter J.R., Rosenthal J.S. Rates of convergence for everywhere-positive Markov chains. Statist. Probab. Lett. 22:1995;333-338.
    • (1995) Statist. Probab. Lett. , vol.22 , pp. 333-338
    • Baxter, J.R.1    Rosenthal, J.S.2
  • 7
    • 0003212162 scopus 로고
    • Group Representations in Probability and Statistics
    • Institute of Mathematical Statistics, Hayward, CA
    • Diaconis, P., 1988. Group Representations in Probability and Statistics, IMS Lecture Series 11. Institute of Mathematical Statistics, Hayward, CA.
    • (1988) IMS Lecture Series , vol.11
    • Diaconis, P.1
  • 8
    • 0000255332 scopus 로고
    • Comparison theorems for reversible Markov chains
    • Diaconis P., Saloff-Coste L. Comparison theorems for reversible Markov chains. Ann. Appl. Probab. 3:1993;696-730.
    • (1993) Ann. Appl. Probab. , vol.3 , pp. 696-730
    • Diaconis, P.1    Saloff-Coste, L.2
  • 9
    • 0002740591 scopus 로고
    • Geometric bounds for eigenvalues of Markov chains
    • Diaconis P., Stroock D. Geometric bounds for eigenvalues of Markov chains. Ann. Appl. Probab. 1:1991;36-61.
    • (1991) Ann. Appl. Probab. , vol.1 , pp. 36-61
    • Diaconis, P.1    Stroock, D.2
  • 11
    • 0000207240 scopus 로고
    • Convergence rates of the Gibbs sampler, the metropolis algorithm, and other single-site updating dynamics
    • Frigessi A., Hwang C.-R., Sheu S.J., Di Stefano P. Convergence rates of the Gibbs sampler, the metropolis algorithm, and other single-site updating dynamics. J. Roy. Statist. Soc. Ser. B. 55:1993;205-220.
    • (1993) J. Roy. Statist. Soc. Ser. B , vol.55 , pp. 205-220
    • Frigessi, A.1    Hwang, C.-R.2    Sheu, S.J.3    Di Stefano, P.4
  • 12
    • 84950453304 scopus 로고
    • Sampling based approaches to calculating marginal densities
    • Gelfand A.E., Smith A.F.M. Sampling based approaches to calculating marginal densities. J. Amer. Statist. Assoc. 85:1990;398-409.
    • (1990) J. Amer. Statist. Assoc. , vol.85 , pp. 398-409
    • Gelfand, A.E.1    Smith, A.F.M.2
  • 13
    • 0011457952 scopus 로고
    • A Markov chain on the symmetric group and Jack symmetric functions
    • Hanlon P. A Markov chain on the symmetric group and Jack symmetric functions. Discrete Math. 99:1992;123-140.
    • (1992) Discrete Math. , vol.99 , pp. 123-140
    • Hanlon, P.1
  • 15
    • 0001557360 scopus 로고
    • On the rate of convergence of the metropolis algorithm and Gibbs sampler by geometric bounds
    • Ingrassia S. On the rate of convergence of the metropolis algorithm and Gibbs sampler by geometric bounds. Ann. Appl. Probab. 2:1994;347-389.
    • (1994) Ann. Appl. Probab. , vol.2 , pp. 347-389
    • Ingrassia, S.1
  • 16
    • 0024904712 scopus 로고
    • Approximating the permanent
    • Jerrum M., Sinclair A. Approximating the permanent. SIAM J. Comput. 18:1988;1149-1178.
    • (1988) SIAM J. Comput. , vol.18 , pp. 1149-1178
    • Jerrum, M.1    Sinclair, A.2
  • 18
    • 0000941412 scopus 로고
    • 2 spectrum for Markov chains and Markov processes: A generalization of Cheeger's inequality
    • 2 spectrum for Markov chains and Markov processes: a generalization of Cheeger's inequality Trans. Amer. Math. Soc. 309:1988;557-580.
    • (1988) Trans. Amer. Math. Soc. , vol.309 , pp. 557-580
    • Lawler, G.F.1    Sokal, A.D.2
  • 19
    • 0000566364 scopus 로고
    • Computable bounds for convergence rates of Markov chains
    • Meyn S.P., Tweedie R.L. Computable bounds for convergence rates of Markov chains. Ann. Appl. Prob. 4:1994;981-1011.
    • (1994) Ann. Appl. Prob. , vol.4 , pp. 981-1011
    • Meyn, S.P.1    Tweedie, R.L.2
  • 21
    • 84990628122 scopus 로고
    • Diffusion of colour in the simple exclusion process
    • Quastel J. Diffusion of colour in the simple exclusion process. Comm. Pure Appl. Math. 45:1992;623-679.
    • (1992) Comm. Pure Appl. Math. , vol.45 , pp. 623-679
    • Quastel, J.1
  • 23
    • 0013091695 scopus 로고    scopus 로고
    • Shift-coupling and convergence rates of ergodic averages
    • Roberts G.O., Rosenthal J.S. Shift-coupling and convergence rates of ergodic averages. Comm. Statist. - Stochastic Models. 13(1):1997;147-165.
    • (1997) Comm. Statist. - Stochastic Models , vol.13 , Issue.1 , pp. 147-165
    • Roberts, G.O.1    Rosenthal, J.S.2
  • 25
    • 0001096889 scopus 로고
    • Rates of convergence for Gibbs sampler for variance components models
    • Rosenthal J.S. Rates of convergence for Gibbs sampler for variance components models. Ann. Statist. 23:1995;740-761.
    • (1995) Ann. Statist. , vol.23 , pp. 740-761
    • Rosenthal, J.S.1
  • 26
    • 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.
    • (1995) J. Amer. Statist. Assoc. , vol.90 , pp. 558-566
    • Rosenthal, J.S.1
  • 27
    • 21444459448 scopus 로고    scopus 로고
    • Analysis of Gibbs samples for a model related to James-Stein estimators
    • Rosenthal J.S. Analysis of Gibbs samples for a model related to James-Stein estimators. Statist. Comput. 6:1996;269-275.
    • (1996) Statist. Comput. , vol.6 , pp. 269-275
    • Rosenthal, J.S.1
  • 28
    • 0030095077 scopus 로고    scopus 로고
    • Markov chain convergence: From finite to infinite
    • Rosenthal J.S. Markov chain convergence: from finite to infinite. Stochastic Process. Appl. 62:1996;55-72.
    • (1996) Stochastic Process. Appl. , vol.62 , pp. 55-72
    • Rosenthal, J.S.1
  • 30
    • 84971804758 scopus 로고
    • Improved bounds for mixing rates of Markov chains and multicomodity flow
    • Sinclair A. Improved bounds for mixing rates of Markov chains and multicomodity flow. Combin. Probab. Comput. 1:1992;351-370.
    • (1992) Combin. Probab. Comput. , vol.1 , pp. 351-370
    • Sinclair, A.1
  • 31
    • 0024699930 scopus 로고
    • Approximate counting, uniform generation and rapidly mixing Markov chains
    • Sinclair A., Jerrum M. Approximate counting, uniform generation and rapidly mixing Markov chains. Inform. Comput. 82:1989;93-133.
    • (1989) Inform. Comput. , vol.82 , pp. 93-133
    • Sinclair, A.1    Jerrum, M.2
  • 32
    • 0003053548 scopus 로고
    • Bayesian computation via the Gibbs sampler and related Markov chain Monte Carlo methods (with discussion)
    • Smith A.F.M., Roberts G.O. Bayesian computation via the Gibbs sampler and related Markov chain Monte Carlo methods (with discussion). J. Roy. Statist. Soc. Ser. B. 55:1993;3-24.
    • (1993) J. Roy. Statist. Soc. Ser. B , vol.55 , pp. 3-24
    • Smith, A.F.M.1    Roberts, G.O.2
  • 33
    • 0000576595 scopus 로고
    • Markov chains for exploring posterior distributions
    • Tierney L. Markov chains for exploring posterior distributions. Ann. Statist. 22:1994;1701-1762.
    • (1994) Ann. Statist. , vol.22 , pp. 1701-1762
    • Tierney, L.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.