Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms (Q3837340): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 17:29, 5 February 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)
0 references
1996
0 references
geometric ergodicity
0 references
Gibbs sampling
0 references
Hastings algorithm
0 references
irreducible Markov process
0 references
Markov chain Monte Carlo
0 references
Metropolis algorithm
0 references
posterior distribution
0 references
