Block Two-stage Methods for Singular Systems and Markov Chains

Block and asynchronous two-stage methods for mildly nonlinear systems

Zhong-Zhi Bai1,?, Violeta Migallón2,??, José Penadés2,??, Daniel B. Szyld3,??? 1 State Key Laboratory of Scientific/Engineering Computing, Institute of Computational Mathematics and Scientific/Engineering Computing, Chinese Academy of Sciences, P.O. Box 2719, Beijing 100080, P.R. China; e-mail: [email protected] 2 Departamento de Ciencia de la Computación e Inteligencia Artificial, Universidad ...

Regenerative block empirical likelihood for Markov chains

Approximate regenerative-block bootstrap for Markov chains

Mixing for Markov Chains and Spin Systems

Lectures given at the 2005 PIMS Summer School in Probability held at the University of British Columbia from June 6 through June 30. Special thanks is due to Jesse Goodman, Jeffrey Hood, Ben Hough, Sandra Kliem, Lionel Levine, Yun Long, Asaf Nachmias, Alex Skorokhod and Terry Soo for help preparing these notes. These notes have not been subjected to the usual scrutiny reserved for formal public...

Restricted additive Schwarz methods for Markov chains

The Restricted Additive Schwarz (RAS) method is adapted to the problem of computing the stationary probability distribution vector of large, sparse, irreducible stochastic matrices. Inexact and two-level variants are also considered, as well as acceleration by Krylov subspace methods. The convergence properties are analyzed and extensive numerical experiments aimed at assessing the effect of va...