Estimating MCMC convergence rates using common random number simulation
Fuente:
arXiv
Saved in:
| Main Authors: | Sixta, Sabrina, Rosenthal, Jeffrey S., Brown, Austin |
|---|---|
| Format: | Preprint |
| Published: |
2023
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Weak convergence of adaptive Markov chain Monte Carlo
by: Brown, Austin, et al.
Published: (2024)
by: Brown, Austin, et al.
Published: (2024)
Upper and lower bounds on the subgeometric convergence of adaptive Markov chain Monte Carlo
by: Brown, Austin, et al.
Published: (2024)
by: Brown, Austin, et al.
Published: (2024)
Comparing the Efficiency of General State Space Reversible MCMC Algorithms
by: Salmon, Geoffrey T., et al.
Published: (2024)
by: Salmon, Geoffrey T., et al.
Published: (2024)
Noise-free comparison of stochastic agent-based simulations using common random numbers
by: Klein, Daniel J., et al.
Published: (2024)
by: Klein, Daniel J., et al.
Published: (2024)
Implications of weak convergence rates of Markov transition kernels
by: Brown, Austin
Published: (2026)
by: Brown, Austin
Published: (2026)
Exploring the generalizability of the optimal 0.234 acceptance rate in random-walk Metropolis and parallel tempering algorithms
by: Li, Aidan, et al.
Published: (2024)
by: Li, Aidan, et al.
Published: (2024)
Efficiency of reversible MCMC methods: elementary derivations and applications to composite methods
by: Neal, Radford M., et al.
Published: (2023)
by: Neal, Radford M., et al.
Published: (2023)
Quantifying the Speed-Up from Non-Reversibility in MCMC Tempering Algorithms
by: Roberts, Gareth O., et al.
Published: (2025)
by: Roberts, Gareth O., et al.
Published: (2025)
Dimension-independent convergence rates of randomized nets using median-of-means
by: Pan, Zexin
Published: (2025)
by: Pan, Zexin
Published: (2025)
Efficient Multivariate Initial Sequence Estimators for MCMC
by: Banerjee, Arka, et al.
Published: (2024)
by: Banerjee, Arka, et al.
Published: (2024)
Convergence rates of Metropolis–Hastings algorithms
by: Austin Brown, et al.
Published: (2024)
by: Austin Brown, et al.
Published: (2024)
To MCMC or not to MCMC: Evaluating non-MCMC methods for Bayesian penalized regression
by: van Leeuwen, Florian D., et al.
Published: (2025)
by: van Leeuwen, Florian D., et al.
Published: (2025)
HyperHamlet – Intricacies of Data Selection
by: Sixta Quassdorf
Published: (2009)
by: Sixta Quassdorf
Published: (2009)
Determinación in vitro de los patrones de inducción de una endo-xilanasa (E.C.3.2.1.8) secretada por Fusarium oxysporum f.sp. dianthi. Purificación y caracterización parcial
by: Sixta T. Martínez
Published: (2012)
by: Sixta T. Martínez
Published: (2012)
Optimal convergence rates of MCMC integration for functions with unbounded second moment
by: Hofstadler, Julian
Published: (2024)
by: Hofstadler, Julian
Published: (2024)
A Non-asymptotic Analysis for Learning and Applying a Preconditioner in MCMC
by: Hird, Max, et al.
Published: (2026)
by: Hird, Max, et al.
Published: (2026)
From stability of Langevin diffusion to convergence of proximal MCMC for non-log-concave sampling
by: Renaud, Marien, et al.
Published: (2025)
by: Renaud, Marien, et al.
Published: (2025)
Lower bounds on the rate of convergence for accept-reject-based Markov chains in Wasserstein and total variation distances
by: Brown, Austin, et al.
Published: (2022)
by: Brown, Austin, et al.
Published: (2022)
On rate of convergence to the Poisson law of the number of cycles in the generalized random graphs
by: Bobkov, Sergey G., et al.
Published: (2021)
by: Bobkov, Sergey G., et al.
Published: (2021)
Estimating dynamic transmission rates with a Black-Karasinski process in stochastic SIHR models using particle MCMC
by: Drennan, Avery, et al.
Published: (2025)
by: Drennan, Avery, et al.
Published: (2025)
Adaptive Stereographic MCMC
by: Bell, Cameron, et al.
Published: (2024)
by: Bell, Cameron, et al.
Published: (2024)
The Supernatural Media Virus
by: Schmitz, Rahel Sixta
Published: (2022)
by: Schmitz, Rahel Sixta
Published: (2022)
Gestión del conocimiento desde la biblioteca escolarLa Biblioteca San Agustín: una experiencia en alfabetización informacional
by: Sixta Adrián R.
Published: (2005)
by: Sixta Adrián R.
Published: (2005)
Control Variates for MCMC
by: South, Leah, et al.
Published: (2024)
by: South, Leah, et al.
Published: (2024)
On Cyclical MCMC Sampling
by: Wang, Liwei, et al.
Published: (2024)
by: Wang, Liwei, et al.
Published: (2024)
Underdamped Langevin MCMC with third order convergence
by: Scott, Maximilian, et al.
Published: (2025)
by: Scott, Maximilian, et al.
Published: (2025)
A non-asymptotic error analysis for parallel Monte Carlo estimation from many short Markov chains
by: Brown, Austin
Published: (2024)
by: Brown, Austin
Published: (2024)
MCMC-driven learning
by: Bouchard-Côté, Alexandre, et al.
Published: (2024)
by: Bouchard-Côté, Alexandre, et al.
Published: (2024)
Improved MCMC with active subspaces
by: Ripoli, Leonardo, et al.
Published: (2025)
by: Ripoli, Leonardo, et al.
Published: (2025)
Exact MCMC for Intractable Proposals
by: Kakkad, Dwija, et al.
Published: (2024)
by: Kakkad, Dwija, et al.
Published: (2024)
No Free Lunch for Approximate MCMC
by: Johndrow, James E., et al.
Published: (2020)
by: Johndrow, James E., et al.
Published: (2020)
Reinforcement Learning for Adaptive MCMC
by: Wang, Congye, et al.
Published: (2024)
by: Wang, Congye, et al.
Published: (2024)
Limit theorems for sequential MCMC methods
by: Finke, Axel, et al.
Published: (2018)
by: Finke, Axel, et al.
Published: (2018)
Parallelizing MCMC Across the Sequence Length
by: Zoltowski, David M., et al.
Published: (2025)
by: Zoltowski, David M., et al.
Published: (2025)
Perfecting MCMC Sampling: Recipes and Reservations
by: Craiu, Radu V., et al.
Published: (2024)
by: Craiu, Radu V., et al.
Published: (2024)
Beyond Technical Implementation: A Systematic Review of Artificial Intelligence Applications in Museum Learning
by: Wanča, Nina, et al.
Published: (2026)
by: Wanča, Nina, et al.
Published: (2026)
Microcanonical simulated annealing: Massively parallel Monte Carlo simulations with sporadic random-number generation
by: Bernaschi, M., et al.
Published: (2025)
by: Bernaschi, M., et al.
Published: (2025)
Implementing MCMC: Multivariate estimation with confidence
by: Flegal, James M., et al.
Published: (2024)
by: Flegal, James M., et al.
Published: (2024)
MCMC for multi-modal distributions
by: Łatuszyński, Krzysztof, et al.
Published: (2025)
by: Łatuszyński, Krzysztof, et al.
Published: (2025)
Adaptive Independent Sticky MCMC algorithms
by: Martino, L., et al.
Published: (2013)
by: Martino, L., et al.
Published: (2013)
Similar Items
-
Weak convergence of adaptive Markov chain Monte Carlo
by: Brown, Austin, et al.
Published: (2024) -
Upper and lower bounds on the subgeometric convergence of adaptive Markov chain Monte Carlo
by: Brown, Austin, et al.
Published: (2024) -
Comparing the Efficiency of General State Space Reversible MCMC Algorithms
by: Salmon, Geoffrey T., et al.
Published: (2024) -
Noise-free comparison of stochastic agent-based simulations using common random numbers
by: Klein, Daniel J., et al.
Published: (2024) -
Implications of weak convergence rates of Markov transition kernels
by: Brown, Austin
Published: (2026)