Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms (Q3837340): Difference between revisions
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Latest revision as of 22:02, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms |
scientific article |
Statements
Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms (English)
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1996
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geometric ergodicity
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Gibbs sampling
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Hastings algorithm
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irreducible Markov process
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Markov chain Monte Carlo
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Metropolis algorithm
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posterior distribution
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