Asymptotic Variance and Convergence Rates of Nearly-Periodic Markov Chain Monte Carlo Algorithms
- 1 March 2003
- journal article
- Published by Taylor & Francis in Journal of the American Statistical Association
- Vol. 98 (461) , 169-177
- https://doi.org/10.1198/016214503388619193
Abstract
This article considers nearly-periodic Markov chains that may have excellent functional estimation properties but poor distributional convergence rate. It shows how simple modifications of the chai...Keywords
This publication has 27 references indexed in Scilit:
- Efficient Construction of Reversible Jump Markov Chain Monte Carlo Proposal DistributionsJournal of the Royal Statistical Society Series B: Statistical Methodology, 2003
- MCMC Sampler Convergence Rates for Hierarchical Normal Linear Models: A Simulation ApproachStatistics and Computing, 2002
- A simulation approach to convergence rates for Markov chain Monte Carlo algorithmsStatistics and Computing, 1998
- Reversible jump Markov chain Monte Carlo computation and Bayesian model determinationBiometrika, 1995
- Discussion: Markov Chains for Exploring Posterior DistributionsThe Annals of Statistics, 1994
- Shift-couplingStochastic Processes and their Applications, 1993
- Practical Markov Chain Monte CarloStatistical Science, 1992
- Generating a random permutation with random transpositionsProbability Theory and Related Fields, 1981
- Data Analysis Using Stein's Estimator and its GeneralizationsJournal of the American Statistical Association, 1975
- A maximal coupling for Markov chainsProbability Theory and Related Fields, 1975