Abstract | ||
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We consider the problem of optimizing the asymptotic convergence rate of a parameter-dependent nonreversible Markov chain. We begin with a single-parameter case studied by Diaconis, Holmes and Neal and then introduce multiple parameters. We use nonsmooth analysis to investigate whether the presence of multiple parameters allows a faster asymptotic convergence rate, and argue that for a specific parameterization, it does not, at least locally. |
Year | DOI | Venue |
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2007 | 10.1016/j.aam.2006.05.003 | Advances in Applied Mathematics |
Keywords | Field | DocType |
asymptotic convergence rate,specific parameterization,single-parameter case,nonsmooth analysis,neal sampler,multiple parameter,parameter-dependent nonreversible markov chain,convergence rate,variational analysis,markov chain | Applied mathematics,Variational analysis,Parametrization,Mathematical analysis,Markov chain,Spectral function,Rate of convergence,Mathematics,Calculus | Journal |
Volume | Issue | ISSN |
38 | 3 | 0196-8858 |
Citations | PageRank | References |
2 | 0.54 | 9 |
Authors | ||
2 |
Name | Order | Citations | PageRank |
---|---|---|---|
Kranthi K. Gade | 1 | 2 | 0.54 |
Michael L. Overton | 2 | 634 | 590.15 |