Small-world MCMC and convergence to multi-modal distributions: From slow mixing to fast mixing

Annals of Applied Probability

Volumn 17, Issue 1, 2007, Pages 284-304

  Guan, Yongtao ^a   Krone, Stephen M ^b  

^a UNIVERSITY OF CHICAGO   (United States)

^b UNIVERSITY OF IDAHO   (United States)

Author keywords

Cheeger's inequality; Isoperimetric inequality; Markov chain; Metropolis coupled MCMC; Monte Carlo; Small world; Spectral gap; State decomposition

Indexed keywords

EID: 51049092302     PISSN: 10505164     EISSN: 10505164     Source Type: Journal    
DOI: 10.1214/105051606000000772     Document Type: Article

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