From the 1 of 6 linked papers with an AI index.
6 papers
Spectral Gap for the Binary Fixed-Margin Swap Chain
Weibo Fu, Qian Qin, Guanyang Wang
The paper establishes an explicit lower bound on the spectral gap of the lazy swap chain used to sample binary matrices with given row and column sums, thereby proving the Kannan‑T…
Solidarity of Spectral Gaps for Component-Wise Markov Chains
Youngwoo Kwon, Galin Jones, Qian Qin
Deterministic-scan and random-scan component-wise Markov chain Monte Carlo algorithms, such as Gibbs samplers and conditional Metropolis-Hastings, are popular approaches for sampli…
Convergence analysis of data augmentation algorithms in Bayesian lasso models with log-concave likelihoods
Jingkai Cui, Qian Qin
We study the convergence properties of a class of data augmentation algorithms targeting posterior distributions of Bayesian lasso models with log-concave likelihoods. Leveraging i…
Geometric ergodicity of trans-dimensional Markov chain Monte Carlo algorithms
Qian Qin
This article studies the convergence properties of trans-dimensional MCMC algorithms when the total number of models is finite. It is shown that, for reversible and some non-revers…
Convergence Bounds for Monte Carlo Markov Chains
Qian Qin
This review paper, written for the second edition of the Handbook of Markov Chain Monte Carlo, provides an introduction to the study of convergence analysis for Markov chain Monte…
Multivariate strong invariance principle and uncertainty assessment for time in-homogeneous cyclic MCMC samplers
Haoxiang Li, Qian Qin
Time in-homogeneous cyclic Markov chain Monte Carlo (MCMC) samplers, including deterministic scan Gibbs samplers and Metropolis within Gibbs samplers, are extensively used for samp…