메뉴 건너뛰기




Volumn 25, Issue 1, 2009, Pages 11-24

Explicit error bounds for lazy reversible Markov chain Monte Carlo

Author keywords

Ball walk; Burn in; Conductance; Explicit error bounds; Lazy; Markov chain Monte Carlo; Metropolis algorithm; Reversible

Indexed keywords

CHAINS; ELECTRIC CONDUCTANCE; ERROR ANALYSIS; MARKOV PROCESSES; NUMBER THEORY; RANDOM NUMBER GENERATION;

EID: 56949096369     PISSN: 0885064X     EISSN: 10902708     Source Type: Journal    
DOI: 10.1016/j.jco.2008.05.005     Document Type: Article
Times cited : (23)

References (16)
  • 1
    • 0002740591 scopus 로고
    • Geometric bounds for eigenvalues of Markov chains
    • Diaconis P., and Stroock D. Geometric bounds for eigenvalues of Markov chains. Ann. Appl. Probab. 1 1 (1991) 36-61
    • (1991) Ann. Appl. Probab. , vol.1 , Issue.1 , pp. 36-61
    • Diaconis, P.1    Stroock, D.2
  • 2
    • 51049092302 scopus 로고    scopus 로고
    • Small-world MCMC and convergence to multi-modal distributions: From slow mixing to fast mixing
    • Guan Y., and Krone S.M. Small-world MCMC and convergence to multi-modal distributions: From slow mixing to fast mixing. Ann. Appl. Probab. 17 (2007) 284-304
    • (2007) Ann. Appl. Probab. , vol.17 , pp. 284-304
    • Guan, Y.1    Krone, S.M.2
  • 3
    • 0024904712 scopus 로고
    • Approximating the permanent
    • Jerrum M., and Sinclair A. Approximating the permanent. SIAM J. Comput. 18 6 (1989) 1149-1178
    • (1989) SIAM J. Comput. , vol.18 , Issue.6 , pp. 1149-1178
    • Jerrum, M.1    Sinclair, A.2
  • 4
    • 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 2 (1988) 557-580
    • (1988) Trans. Amer. Math. Soc. , vol.309 , Issue.2 , pp. 557-580
    • Lawler, G.F.1    Sokal, A.D.2
  • 5
    • 84990634606 scopus 로고
    • Random walks in a convex body and an improved volume algorithm
    • Lovász L., and Simonovits M. Random walks in a convex body and an improved volume algorithm. Random Structures Algorithms 4 4 (1993) 359-412
    • (1993) Random Structures Algorithms , vol.4 , Issue.4 , pp. 359-412
    • Lovász, L.1    Simonovits, M.2
  • 6
    • 14644402934 scopus 로고    scopus 로고
    • Numerical integration using Markov chains
    • Mathé P. Numerical integration using Markov chains. Monte Carlo Methods Appl. 5 4 (1999) 325-343
    • (1999) Monte Carlo Methods Appl. , vol.5 , Issue.4 , pp. 325-343
    • Mathé, P.1
  • 7
    • 14644417176 scopus 로고    scopus 로고
    • Numerical integration using V-uniformly ergodic Markov chains
    • Mathé P. Numerical integration using V-uniformly ergodic Markov chains. J. Appl. Probab. 41 4 (2004) 1104-1112
    • (2004) J. Appl. Probab. , vol.41 , Issue.4 , pp. 1104-1112
    • Mathé, P.1
  • 8
    • 36249005432 scopus 로고    scopus 로고
    • Simple Monte Carlo and the metropolis algorithm
    • Mathé P., and Novak E. Simple Monte Carlo and the metropolis algorithm. J. Complexity 23 4-6 (2007) 673-696
    • (2007) J. Complexity , vol.23 , Issue.4-6 , pp. 673-696
    • Mathé, P.1    Novak, E.2
  • 9
    • 0036338627 scopus 로고    scopus 로고
    • Markov chain decomposition for convergence rate analysis
    • Madras N., and Randall D. Markov chain decomposition for convergence rate analysis. Ann. Appl. Probab. 12 2 (2002) 581-606
    • (2002) Ann. Appl. Probab. , vol.12 , Issue.2 , pp. 581-606
    • Madras, N.1    Randall, D.2
  • 13
    • 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. 90 430 (1995) 558-566
    • (1995) J. Amer. Statist. Assoc. , vol.90 , Issue.430 , pp. 558-566
    • Rosenthal, J.S.1
  • 14
    • 84890736685 scopus 로고    scopus 로고
    • General state space Markov chains and MCMC algorithms
    • Roberts G.O., and Rosenthal J.S. General state space Markov chains and MCMC algorithms. Probab. Surv. 1 (2004) 20-71
    • (2004) Probab. Surv. , vol.1 , pp. 20-71
    • Roberts, G.O.1    Rosenthal, J.S.2
  • 15
    • 56949088780 scopus 로고    scopus 로고
    • S. Vempala, Lect.17, Random Walks and polynomial time algorithms, 2002 http://www-math.mit.edu/~vempala/random/course.html
    • S. Vempala, Lect.17, Random Walks and polynomial time algorithms, 2002 http://www-math.mit.edu/~vempala/random/course.html
  • 16
    • 36248998813 scopus 로고    scopus 로고
    • Geometric random walks: A survey
    • Vempala S. Geometric random walks: A survey. Combin. Comput. Geom. 52 (2005) 573-612
    • (2005) Combin. Comput. Geom. , vol.52 , pp. 573-612
    • Vempala, S.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.