Function-Specific Mixing Times and Concentration Away from Equilibrium
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چکیده
منابع مشابه
FUNCTION-SPECIFIC MIXING TIMES AND CONCENTRATION AWAY FROM EQUILIBRIUM By
Slow mixing is the central hurdle when working with Markov chains, especially those used for Monte Carlo approximations (MCMC). In many applications, it is only of interest to estimate the stationary expectations of a small set of functions, and so the usual definition of mixing based on total variation convergence may be too conservative. Accordingly, we introduce function-specific analogs of ...
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Slow mixing is the central hurdle when working with Markov chains, especially those used for Monte Carlo approximations (MCMC). In many applications, it is only of interest to to estimate the stationary expectations of a small set of functions, and so the usual definition of mixing based on total variation convergence may be too conservative. Accordingly, we introduce function-specific analogs ...
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ژورنال
عنوان ژورنال: Bayesian Analysis
سال: 2020
ISSN: 1936-0975
DOI: 10.1214/19-ba1151