Rates of convergence of the Hastings and Metropolis algorithms (Q1922398): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 06:16, 5 March 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)
0 references
5 January 1997
0 references
posterior distributions
0 references
Hastings algorithms
0 references
Metropolis algorithms
0 references
Gibbs sampling
0 references
Markov chain Monte Carlo
0 references
irreducible Markov processes
0 references
geometric ergodicity
0 references
stochastic monotonicity
0 references
log-concave distributions
0 references