Lower bounds for covering times for reversible Markov chains and random walks on graphs

DJ Aldous - Journal of Theoretical Probability, 1989 - Springer
For simple random walk on a N-vertex graph, the mean time to cover all vertices is at least
cN log (N), where c> 0 is an absolute constant. This is deduced from a more general result …

On the exact simulation of functionals of stationary markov chains

JM Vincent, C Marchand - Linear Algebra and its Applications, 2004 - Elsevier
In performance evaluation domain, simulation is an alternative when numerical analysis fail.
To avoid the burn-in time problem, this paper presents an adaptation of the perfect …

A Markov chain Monte Carlo sampler for mixed Boolean/integer constraints

N Kitchen, A Kuehlmann - … Conference, CAV 2009, Grenoble, France, June …, 2009 - Springer
We describe a Markov chain Monte Carlo (MCMC)-based algorithm for sampling solutions to
mixed Boolean/integer constraint problems. The focus of this work differs in two points from …

[图书][B] Efficient Perfect and MCMC Sampling methods for Bayesian spatial and components of variance models

M Haran - 2003 - search.proquest.com
Bayesian hierarchical models give rise to complicated posterior distributions. Monte Carlo
and Markov chain Monte Carlo (MCMC) methods are used to estimate expectations with …