Rates of convergence of the Hastings and Metropolis algorithms (Q1922398): Difference between revisions

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Revision as of 22:01, 19 March 2024

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Rates of convergence of the Hastings and Metropolis algorithms
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    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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