3 problems
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Uniform Lyapunov drift conditions over compact parameter spaces
Uniform Lyapunov drift conjecture. One could strengthen the arguments to obtain uniform Lyapunov drift conditions over suitable “compact” parameter spaces, in order to use Theorem…
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Uniformly bounded weights imply inherited geometric ergodicity
Let a pseudo-marginal Markov chain be constructed from a marginal algorithm, and suppose that its importance weights are uniformly bounded. Uniform-bounded-weights conjecture. Geom…
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Geometric-ergodicity implication from random-scan to deterministic Gibbs samplers
Let a two-variable Gibbs sampler have a random-scan Gibbs (RGS) chain and a deterministic Gibbs (DGS) chain targeting the same distribution. A Markov chain is geometrically ergodic…