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07/31/2023
Geometric ergodicity of trans-dimensional Markov chain Monte Carlo algorithms
This article studies the convergence properties of trans-dimensional MCM...
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12/04/2022
Convergence Analysis of Data Augmentation Algorithms for Bayesian Robust Multivariate Linear Regression with Incomplete Data
Gaussian mixtures are commonly used for modeling heavy-tailed error dist...
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08/24/2022
Spectral Telescope: Convergence Rate Bounds for Random-Scan Gibbs Samplers Based on a Hierarchical Structure
Random-scan Gibbs samplers possess a natural hierarchical structure. The...
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01/29/2022
Analysis of two-component Gibbs samplers using the theory of two projections
The theory of two projections is utilized to study two-component Gibbs s...
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06/26/2020
Convergence Rates of Two-Component MCMC Samplers
Component-wise MCMC algorithms, including Gibbs and conditional Metropol...
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03/21/2020
On the limitations of single-step drift and minorization in Markov chain convergence analysis
Over the last three decades, there has been a considerable effort within...
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10/20/2018
Wasserstein-based methods for convergence complexity analysis of MCMC with application to Albert and Chib's algorithm
Over the last 25 years, techniques based on drift and minorization (d&m)...
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12/24/2017
