Regenerative block bootstrap for Markov chains

Approximate regenerative-block bootstrap for Markov chains

Regenerative block empirical likelihood for Markov chains

Running Regenerative Markov Chains in Parallel

Parallel computing is playing an increasingly large role in statistical computations. One reason for this is the computational complexity of modern techniques. In this paper, we present a parallel algorithm that provides a considerable speed-up in the running of a large class of Markov chain algorithms. We formally show that it remains theoretically sound, and derive a version of Amdahl’s Law t...

A Bootstrap Algebraic Multilevel Method for Markov Chains

This work concerns the development of an algebraic multilevel method for computing state vectors of Markov chains. We present an efficient bootstrap algebraic multigrid method for this task. In our proposed approach, we employ a multilevel eigensolver, with interpolation built using ideas based on compatible relaxation, algebraic distances, and least squares fitting of test vectors. Our adaptiv...

Markov chains on orthogonal block structures

In this paper we define a particular Markov chain on some combinatorial structures called orthogonal block structures. These structures include, as a particular case, the poset block structures, which can be naturally regarded as the set on which the generalized wreath product of permutation groups acts as the group of automorphisms. In this case, we study the associated Gelfand pairs together ...