Perturbations of Markov Chains
Methodology
2024-04-17 v1 Probability
Abstract
This chapter surveys progress on three related topics in perturbations of Markov chains: the motivating question of when and how "perturbed" MCMC chains are developed, the theoretical problem of how perturbation theory can be used to analyze such chains, and finally the question of how the theoretical analyses can lead to practical advice.
Cite
@article{arxiv.2404.10251,
title = {Perturbations of Markov Chains},
author = {Daniel Rudolf and Aaron Smith and Matias Quiroz},
journal= {arXiv preprint arXiv:2404.10251},
year = {2024}
}
Comments
To appear as Chapter 19 in the second edition of the handbook of MCMC