Spectral Bounds for Certain Two-Factor Non-Reversible MCMC Algorithms
Spectral Bounds for Certain Two-Factor Non-Reversible MCMC Algorithms
复制标题
某些二因子不可逆 MCMC 算法的谱界
DOI：
10.1214/ecp.v20-4528
复制
发表时间：
2015
影响因子：
0.5
通讯作者：
P. Rosenthal
中科院分区：
文献类型：
--
作者：
J. Rosenthal;P. Rosenthal
We prove that the Markov operator corresponding to the two-variable, non-reversible Gibbs sampler has spectrum which is entirely real and non-negative, thus providing a first step towards the spectral analysis of MCMC algorithms in the non-reversible case. We also provide an extension to Metropolis-Hastings components, and connect the spectrum of an algorithm to the spectrum of its marginal chain.
影响因子：
0.5
作者：
Daniel Rudolf;Mario Ullrich
通讯作者：
Daniel Rudolf;Mario Ullrich