On the geometric ergodicity of Metropolis-Hastings algorithms (Q5429699): Difference between revisions
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Revision as of 15:39, 19 March 2024
scientific article; zbMATH DE number 5217249
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English | On the geometric ergodicity of Metropolis-Hastings algorithms |
scientific article; zbMATH DE number 5217249 |
Statements
On the geometric ergodicity of Metropolis-Hastings algorithms (English)
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3 December 2007
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Markov chain operator
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Metropolis-Hastings algorithm
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independent Metropolis-Hastings algorithm
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geometric ergodicity
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Monte Carlo estimation
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global stability
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