Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms (Q3837340): Difference between revisions

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Revision as of 12:54, 5 March 2024

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Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms
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    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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