Applications of geometric bounds to the convergence rate of Markov chains on Rn

被引:13
作者
Yuen, WK [1 ]
机构
[1] Univ Toronto, Dept Math, Toronto, ON M5S 3G3, Canada
关键词
D O I
10.1016/S0304-4149(99)00101-5
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Quantitative geometric rates of convergence for reversible Markov chains are closely related to the spectral gap of the corresponding operator, which is hard to calculate for general state spaces. This article describes a geometric argument to give different types of bounds for spectral gaps of Markov chains on bounded subsets of R " and to compare the rates of convergence of different Markov chains. (C) 2000 Elsevier Science B.V. All rights reserved.
引用
收藏
页码:1 / 23
页数:23
相关论文
共 33 条
  • [1] COMPARING SWEEP STRATEGIES FOR STOCHASTIC RELAXATION
    AMIT, Y
    GRENANDER, U
    [J]. JOURNAL OF MULTIVARIATE ANALYSIS, 1991, 37 (02) : 197 - 222
  • [2] AMIT Y, 1991, J MULTIVARIATE ANAL, V38, P89
  • [3] [Anonymous], 1998, THESIS U MINNESOTA
  • [4] BROWNIAN-MOTION AND THE FUNDAMENTAL-FREQUENCY OF A DRUM
    BANUELOS, R
    CARROLL, T
    [J]. DUKE MATHEMATICAL JOURNAL, 1994, 75 (03) : 575 - 602
  • [5] RATES OF CONVERGENCE FOR EVERYWHERE-POSITIVE MARKOV-CHAINS
    BAXTER, JR
    ROSENTHAL, JS
    [J]. STATISTICS & PROBABILITY LETTERS, 1995, 22 (04) : 333 - 338
  • [6] Belsley E.D., 1993, Ph.D. thesis
  • [7] CONWAY JB, 1985, COURSE FUNCTIONAL AN
  • [8] Diaconis P., 1991, Ann. Appl. Probab., P36
  • [9] Diaconis P., 1993, Ann. Appl. Probab., V3, P696, DOI [10.1214/aoap/1177005359, DOI 10.1214/AOAP/1177005359]
  • [10] Diaconis P., 1988, IMS LECT SERIES, V11