Chapter 23. Geometric Allocation Approach for the Transition Kernel of a Markov Chain

Author(s):  
Hidemaro Suwa ◽  
Synge Todo
2000 ◽  
Vol 37 (3) ◽  
pp. 642-651
Author(s):  
John E. Kolassa

This paper presents bounds on convergence rates of Markov chains in terms of quantities calculable directly from chain transition operators. Bounds are constructed by creating a probability distribution that minorizes the transition kernel over some region, and by examining bounds on an expectation conditional on lying within and without this region. These are shown to be sharper in most cases than previous similar results. These bounds are applied to a Markov chain useful in frequentist conditional inference in canonical generalized linear models.


2016 ◽  
Vol 48 (2) ◽  
pp. 369-391 ◽  
Author(s):  
Jérôme Casse

Abstract This paper is devoted to probabilistic cellular automata (PCAs) on N,Z or Z / nZ, depending on two neighbors with a general alphabet E (finite or infinite, discrete or not). We study the following question: under which conditions does a PCA possess a Markov chain as an invariant distribution? Previous results in the literature give some conditions on the transition matrix (for positive rate PCAs) when the alphabet E is finite. Here we obtain conditions on the transition kernel of a PCA with a general alphabet E. In particular, we show that the existence of an invariant Markov chain is equivalent to the existence of a solution to a cubic integral equation. One of the difficulties in passing from a finite alphabet to a general alphabet comes from the problem of measurability, and a large part of this work is devoted to clarifying these issues.


2000 ◽  
Vol 37 (03) ◽  
pp. 642-651 ◽  
Author(s):  
John E. Kolassa

This paper presents bounds on convergence rates of Markov chains in terms of quantities calculable directly from chain transition operators. Bounds are constructed by creating a probability distribution that minorizes the transition kernel over some region, and by examining bounds on an expectation conditional on lying within and without this region. These are shown to be sharper in most cases than previous similar results. These bounds are applied to a Markov chain useful in frequentist conditional inference in canonical generalized linear models.


2019 ◽  
Vol 62 (3) ◽  
pp. 577-586 ◽  
Author(s):  
Garnett P. McMillan ◽  
John B. Cannon

Purpose This article presents a basic exploration of Bayesian inference to inform researchers unfamiliar to this type of analysis of the many advantages this readily available approach provides. Method First, we demonstrate the development of Bayes' theorem, the cornerstone of Bayesian statistics, into an iterative process of updating priors. Working with a few assumptions, including normalcy and conjugacy of prior distribution, we express how one would calculate the posterior distribution using the prior distribution and the likelihood of the parameter. Next, we move to an example in auditory research by considering the effect of sound therapy for reducing the perceived loudness of tinnitus. In this case, as well as most real-world settings, we turn to Markov chain simulations because the assumptions allowing for easy calculations no longer hold. Using Markov chain Monte Carlo methods, we can illustrate several analysis solutions given by a straightforward Bayesian approach. Conclusion Bayesian methods are widely applicable and can help scientists overcome analysis problems, including how to include existing information, run interim analysis, achieve consensus through measurement, and, most importantly, interpret results correctly. Supplemental Material https://doi.org/10.23641/asha.7822592


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