| Título: | Positivity of hit-and-run and related algorithms |
| Autores: |
Rudolf, Daniel; Friedrich Schiller University Jena Ullrich, Mario; Friedrich Schiller University Jena |
| Fecha: | 2013-01-03 |
| Publicador: | Electronic communications in probability |
| Fuente: |
 |
| Tipo: | Peer-reviewed Article |
| Tema: |
Spectral gap; positivity; lazy; hit-and-run; Metropolis 60J05 |
| Descripción: | We prove positivity of the Markov operators that correspond to the hit-and-run algorithm, random scan Gibbs sampler, slice sampler and Metropolis algorithm with positive proposal. In particular, the results show that it is not necessary to consider the lazy versions of these Markov chains. The proof relies on a well known lemma which relates the positivity of the product $MTM^*$, for some operators $M$ and $T$, to the positivity of $T$. It remains to find that kind of representation of the Markov operator with a positive operator $T$. |
| Idioma: | Inglés |
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