Rates of convergence of the Hastings and Metropolis algorithms (Q1922398): Difference between revisions
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Revision as of 03:45, 11 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rates of convergence of the Hastings and Metropolis algorithms |
scientific article |
Statements
Rates of convergence of the Hastings and Metropolis algorithms (English)
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5 January 1997
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posterior distributions
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Hastings algorithms
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Metropolis algorithms
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Gibbs sampling
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Markov chain Monte Carlo
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irreducible Markov processes
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geometric ergodicity
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stochastic monotonicity
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log-concave distributions
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