Matches in SemOpenAlex for { <https://semopenalex.org/work/W4378771712> ?p ?o ?g. }
Showing items 1 to 75 of
75
with 100 items per page.
- W4378771712 abstract "We review criteria for comparing the efficiency of Markov chain Monte Carlo (MCMC) methods with respect to the asymptotic variance of estimates of expectations of functions of state, and show how such criteria can justify ways of combining improvements to MCMC methods. We say that a chain on a finite state space with transition matrix $P$ efficiency-dominates one with transition matrix $Q$ if for every function of state it has lower (or equal) asymptotic variance. We give elementary proofs of some previous results regarding efficiency dominance, leading to a self-contained demonstration that a reversible chain with transition matrix $P$ efficiency-dominates a reversible chain with transition matrix $Q$ if and only if none of the eigenvalues of $Q-P$ are negative. This allows us to conclude that modifying a reversible MCMC method to improve its efficiency will also improve the efficiency of a method that randomly chooses either this or some other reversible method, and to conclude that improving the efficiency of a reversible update for one component of state (as in Gibbs sampling) will improve the overall efficiency of a reversible method that combines this and other updates. We also establish conditions that can guarantee that a method is not efficiency-dominated by any other method." @default.
- W4378771712 created "2023-05-31" @default.
- W4378771712 creator A5062571011 @default.
- W4378771712 creator A5077911233 @default.
- W4378771712 date "2023-05-29" @default.
- W4378771712 modified "2023-10-16" @default.
- W4378771712 title "Efficiency of reversible MCMC methods: elementary derivations and applications to composite methods" @default.
- W4378771712 doi "https://doi.org/10.48550/arxiv.2305.18268" @default.
- W4378771712 hasPublicationYear "2023" @default.
- W4378771712 type Work @default.
- W4378771712 citedByCount "0" @default.
- W4378771712 crossrefType "posted-content" @default.
- W4378771712 hasAuthorship W4378771712A5062571011 @default.
- W4378771712 hasAuthorship W4378771712A5077911233 @default.
- W4378771712 hasBestOaLocation W43787717121 @default.
- W4378771712 hasConcept C105795698 @default.
- W4378771712 hasConcept C106487976 @default.
- W4378771712 hasConcept C107673813 @default.
- W4378771712 hasConcept C108710211 @default.
- W4378771712 hasConcept C111350023 @default.
- W4378771712 hasConcept C121332964 @default.
- W4378771712 hasConcept C121864883 @default.
- W4378771712 hasConcept C121955636 @default.
- W4378771712 hasConcept C126255220 @default.
- W4378771712 hasConcept C144133560 @default.
- W4378771712 hasConcept C158424031 @default.
- W4378771712 hasConcept C158693339 @default.
- W4378771712 hasConcept C159985019 @default.
- W4378771712 hasConcept C192562407 @default.
- W4378771712 hasConcept C19499675 @default.
- W4378771712 hasConcept C196083921 @default.
- W4378771712 hasConcept C2524010 @default.
- W4378771712 hasConcept C28826006 @default.
- W4378771712 hasConcept C33923547 @default.
- W4378771712 hasConcept C49555168 @default.
- W4378771712 hasConcept C62520636 @default.
- W4378771712 hasConcept C98763669 @default.
- W4378771712 hasConceptScore W4378771712C105795698 @default.
- W4378771712 hasConceptScore W4378771712C106487976 @default.
- W4378771712 hasConceptScore W4378771712C107673813 @default.
- W4378771712 hasConceptScore W4378771712C108710211 @default.
- W4378771712 hasConceptScore W4378771712C111350023 @default.
- W4378771712 hasConceptScore W4378771712C121332964 @default.
- W4378771712 hasConceptScore W4378771712C121864883 @default.
- W4378771712 hasConceptScore W4378771712C121955636 @default.
- W4378771712 hasConceptScore W4378771712C126255220 @default.
- W4378771712 hasConceptScore W4378771712C144133560 @default.
- W4378771712 hasConceptScore W4378771712C158424031 @default.
- W4378771712 hasConceptScore W4378771712C158693339 @default.
- W4378771712 hasConceptScore W4378771712C159985019 @default.
- W4378771712 hasConceptScore W4378771712C192562407 @default.
- W4378771712 hasConceptScore W4378771712C19499675 @default.
- W4378771712 hasConceptScore W4378771712C196083921 @default.
- W4378771712 hasConceptScore W4378771712C2524010 @default.
- W4378771712 hasConceptScore W4378771712C28826006 @default.
- W4378771712 hasConceptScore W4378771712C33923547 @default.
- W4378771712 hasConceptScore W4378771712C49555168 @default.
- W4378771712 hasConceptScore W4378771712C62520636 @default.
- W4378771712 hasConceptScore W4378771712C98763669 @default.
- W4378771712 hasLocation W43787717121 @default.
- W4378771712 hasOpenAccess W4378771712 @default.
- W4378771712 hasPrimaryLocation W43787717121 @default.
- W4378771712 hasRelatedWork W174291261 @default.
- W4378771712 hasRelatedWork W2004177567 @default.
- W4378771712 hasRelatedWork W2278756455 @default.
- W4378771712 hasRelatedWork W2378517017 @default.
- W4378771712 hasRelatedWork W2603439192 @default.
- W4378771712 hasRelatedWork W2739934489 @default.
- W4378771712 hasRelatedWork W2803889752 @default.
- W4378771712 hasRelatedWork W2949816416 @default.
- W4378771712 hasRelatedWork W2963131997 @default.
- W4378771712 hasRelatedWork W4244765122 @default.
- W4378771712 isParatext "false" @default.
- W4378771712 isRetracted "false" @default.
- W4378771712 workType "article" @default.