See this document in CiteSeerX!

Application of Geometric Bounds to Convergence Rates of Markov Chains and Markov Processes on R^n (2001)  (Make Corrections)  (5 citations)
Wai Kong Yuen



  Home/Search   Context   Related

 
View or download:
probability.ca/jeff/f...yuenthesis.ps.Z
Cached:  PS.gz  PS  PDF   Image  Update  Help

From:  probability.ca/jeff/grad (more)
(Enter author homepages)

Rate this article: (best)
  Comment on this article  
(Enter summary)

Abstract: Application of Geometric Bounds to Convergence Rate of Markov Chains and Markov Processes on Ph.D. 2001 Wai Kong Yuen Department of Mathematics University of Toronto Quantitative geometric rates of convergence for reversible Markov chains are closely related to the spectral gap of the corresponding operator, which is hard to calculate for general state spaces. This thesis describes a geometric argument to give di erent types of bounds for spectral gaps of Markov chains on bounded... (Update)

Context of citations to this paper:   More

...used a similar geometric arguments with paths to bound the second largest eigenvalue of a self adjoint discrete time Markov chain. Yuen [39] generalized the path argument to bound the spectral gap of a discrete time Markov chain on R n : In this paper, by considering some...

...Chapter 5 and discuss some possible development and improvement in the future. Parts of Chapters 1, 2 and 3 were already published in Yuen [44]. 1.2 Basic Notations and the Cheeger s Inequality In this section, we describe the type of Markov chains and Markov processes...

Cited by:   More
Application of Geometric Bounds to Convergence Rates of Markov.. - Yuen (2001)   (Correct)
Generalization of Discrete-time Geometric Bounds to Convergence.. - Yuen (2001)   (Correct)
Honest Exploration of Intractable Probability Distributions.. - Jones, Hobert (2001)   (Correct)

Similar documents (at the sentence level):
59.2%:   Applications of Geometric Bounds to the Convergence Rate of Markov .. - Yuen (2000)   (Correct)

Active bibliography (related documents):   More   All
1.2:   Applications Of Cheeger's Constant To The Convergence Rate Of.. - Yuen (1997)   (Correct)
0.6:   Markov Chain Convergence: From Finite to Infinite - Rosenthal (1995)   (Correct)
0.3:   Minorization Conditions and Convergence Rates for Markov Chain.. - Rosenthal (1994)   (Correct)

Similar documents based on text:   More   All
0.1:   A Review of Asymptotic Convergence for General State Space.. - Rosenthal (2002)   (Correct)
0.1:   Modeling and Analysis of Mobile Ad Hoc Networks - Yuen (2004)   (Correct)
0.1:   Introduction to the Theory of Semi-Holonomic Jets - Libermann (1997)   (Correct)

Related documents from co-citation:   More   All
5:   Sampling-based approaches to calculating marginal densities (context) - Gelfand, Smith - 1990
5:   Geometric bounds for eigenvalues of Markov chains (context) - Diaconis, Stroock - 1991
5:   General Irreducible Markov Chains and Non-Negative Operators (context) - Nummelin - 1984

BibTeX entry:   (Update)

W.K. Yuen, Applications of geometric bounds to the convergence rate of Markov chains on R n , Stochastic processes and their Applications 87 (2000) 1-23. 37 http://citeseer.ist.psu.edu/yuen01application.html   More

@misc{ yuen00applications,
  author = "W. Yuen",
  title = "Applications of geometric bounds to the convergence rate of Markov chains
    on R n",
  text = "W.K. Yuen, Applications of geometric bounds to the convergence rate of
    Markov chains on R n , Stochastic processes and their Applications 87 (2000)
    1-23. 37",
  year = "2000",
  url = "citeseer.ist.psu.edu/yuen01application.html" }
Citations (may not include all citations):
424   Sampling based approaches to calculating marginal densities (context) - Gelfand, Smith - 1990
381   Markov chains for exploring posterior distributions (context) - Tierney - 1994
215   Bayesian computation via the Gibbs sampler and related Marko.. (context) - Smith, Roberts - 1993
192   Markov processes: characterization and convergence (context) - Ethier, Kurtz - 1986
191   Functional Analysis (context) - Rudin - 1991
116   Geometric bounds for eigenvalues of Markov chains (context) - Diaconis, Stroock - 1991
115   Approximating the permanent (context) - Jerrum, Sinclair - 1988
98   General irreducible Markov chains and nonnegative operators (context) - Nummelin - 1984
85   Minorization conditions and convergence rates for Markov cha.. - Rosenthal - 1995
82   A course in functional analysis (context) - Conway - 1985
73   uniform generation and rapidly mixing Markov chains (context) - Sinclair, Jerrum et al. - 1989
64   Computable bounds for convergence rates of Markov chains (context) - Meyn, Tweedie - 1994
62   Improved bounds for mixing rates of Markov chains and multic.. - Sinclair - 1992
57   Introductory functional analysis with applications (context) - Kreyszig - 1978
51   Institute of Mathematical Statistics (context) - Diaconis, in et al. - 1988
49   Comparison theorems for reversible Markov chains (context) - Diaconis, Salo - 1993
28   Geometric ergodicity and hybrid Markov chains - Roberts, Rosenthal - 1997
27   spectrum for Markov chains and Markov processes: a generaliz.. (context) - Lawler, Sokal et al. - 1988
24   Stochastic processes with applications (context) - Bhattacharya, Waymire - 1990
20   Optimal scaling of discrete approximations to Langevin di us.. - Roberts, Rosenthal - 1998
18   the rate of convergence of the metropolis algorithm and Gibb.. (context) - Ingrassia - 1994
17   Shift-coupling and convergence rates of ergodic averages - Roberts, Rosenthal - 1997
16   Comparing sweep strategies for stochastic relaxation (context) - Amit, Grenander - 1991
16   Variational methods for eigenvalue approximation (context) - Weinberger - 1974
14   Logarithmic Sobolev inequalities for nite Markov chains (context) - Diaconis, Salo - 1996
14   Sampling from log-concave distributions - Frieze, Kannan et al. - 1994
13   the rates of convergence of stochastic relaxation for Gaussi.. (context) - Amit - 1991
13   Rates of convergence for everywhere-positive Markov chains - Baxter, Rosenthal - 1995
12   Rates of convergence of Markov chains related to association.. (context) - Belsley - 1993
8   slicing and splitting Monte Carlo Markov chains (context) - Mira - 1998
8   Rates of convergence for Gibbs sampler for variance componen.. (context) - Rosenthal - 1995
7   and other single-site updating dynamics (context) - Frigessi, Hwang et al. - 1993
6   A Markov chain on the symmetric group and Jack symmetric fun.. (context) - Hanlon - 1992
6   New York Interscience Publishers (context) - Courant, Hilbert et al.
6   A lower bound for the lowest eigenvalue of the Laplacian (context) - Cheeger - 1970
6   Brownian motion and the fundamental frequency of a drum (context) - nuelos, Carroll - 1994
5   Applications of geometric bounds to the convergence rate of .. - Yuen - 2000
4   Conductance of Metropolis Algorithm (context) - Jarner
4   usion of colour in the simple exclusion process (context) - Quastel - 1992
4   Analysis of Gibbs samples for a model related to James-Stein.. (context) - Rosenthal - 1996
4   Methods of mathematical physics IV (context) - Reed, Simon - 1978
2   Accelerating Gaussian di usions (context) - Hwang, Hwang-Ma et al. - 1993
2   Markov chain convergence: From nite to in nite (context) - Rosenthal - 1996
2   usion processes and partial di erential equations (context) - Taira - 1988



The graph only includes citing articles where the year of publication is known.


Documents on the same site (http://probability.ca/jeff/grad.html):
Generalization of Discrete-time Geometric Bounds to Convergence.. - Yuen (2001)   (Correct)
On Choosing and Bounding Probability Metrics - Gibbs, Su (2002)   (Correct)

Online articles have much greater impact   More about CiteSeer.IST   Add search form to your site   Submit documents   Feedback  

CiteSeer.IST - Copyright Penn State and NEC