Complexity Results for MCMC derived from Quantitative Bounds

2 August 2017

Papers citing "Complexity Results for MCMC derived from Quantitative Bounds"

18 / 18 papers shown

Title
On the convergence rate of the "out-of-order" block Gibbs sampler Z. Jin J. Hobert 22 1 0 27 Oct 2021
Dimension-free Mixing for High-dimensional Bayesian Variable Selection Quan Zhou Jun Yang Dootika Vats Gareth O. Roberts Jeffrey S. Rosenthal 32 24 0 12 May 2021
On the convergence complexity of Gibbs samplers for a family of simple Bayesian random effects models Bryant Davis J. Hobert 22 3 0 29 Apr 2020
Optimal Scaling of Random-Walk Metropolis Algorithms on General Target Distributions Jun Yang Gareth O. Roberts Jeffrey S. Rosenthal OT 53 29 0 27 Apr 2019
Perturbation Bounds for Monte Carlo within Metropolis via Restricted Approximations F. Medina-Aguayo Daniel Rudolf Nikolaus Schweizer 18 25 0 25 Sep 2018
Log-concave sampling: Metropolis-Hastings algorithms are fast Raaz Dwivedi Yuansi Chen Martin J. Wainwright Bin Yu 66 253 0 08 Jan 2018
Convergence complexity analysis of Albert and Chib's algorithm for Bayesian probit regression Qian Qin J. Hobert 32 32 0 24 Dec 2017
Rapid Mixing of Hamiltonian Monte Carlo on Strongly Log-Concave Distributions Oren Mangoubi Aaron Smith 97 106 0 23 Aug 2017
MCMC-Based Inference in the Era of Big Data: A Fundamental Analysis of the Convergence Complexity of High-Dimensional Chains B. Rajaratnam Doug Sparks 92 65 0 05 Aug 2015
Non-asymptotic convergence analysis for the Unadjusted Langevin Algorithm Alain Durmus Eric Moulines 61 410 0 17 Jul 2015
On the Computational Complexity of High-Dimensional Bayesian Variable Selection Yun Yang Martin J. Wainwright Michael I. Jordan 76 151 0 29 May 2015
On a generalization of the preconditioned Crank-Nicolson Metropolis algorithm Daniel Rudolf Björn Sprungk 41 67 0 14 Apr 2015
Theoretical guarantees for approximate sampling from smooth and log-concave densities A. Dalalyan 66 514 0 23 Dec 2014
Error bounds for Metropolis-Hastings algorithms applied to perturbations of Gaussian measures in high dimensions A. Eberle 79 41 0 03 Oct 2012
MCMC using Hamiltonian dynamics Radford M. Neal 285 3,278 0 09 Jun 2012
Nonasymptotic bounds on the estimation error of MCMC algorithms K. Latuszyñski B. Miasojedow Wojciech Niemiro 74 59 0 23 Jun 2011
Non-asymptotic mixing of the MALA algorithm Nawaf Bou-Rabee Martin Hairer Eric Vanden-Eijnden 59 94 0 20 Aug 2010
Rigorous confidence bounds for MCMC under a geometric drift condition Krzysztof Latuszynski Wojciech Niemiro 79 30 0 14 Aug 2009