Uniform ergodicity of the iterated conditional SMC and geometric ergodicity of particle Gibbs samplers

DOI10.3150/15-BEJ785zbMath1436.60069arXiv1312.6432OpenAlexW1846292136WikidataQ109746639 ScholiaQ109746639MaRDI QIDQ2405204

Anthony J. T. Lee, Christophe Andrieu, Matti Vihola

Publication date: 21 September 2017

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1312.6432

zbMATH Keywords

geometric ergodicityuniform ergodicityparticle GibbsMetropolis-within-Gibbsiterated conditional sequential Monte Carlo

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Discrete-time Markov processes on general state spaces (60J05) Numerical analysis or methods applied to Markov chains (65C40)

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