Approximate verification of geometric ergodicity for multiple-step Metropolis transition kernels
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Cites work
- A computational procedure for estimation of the mixing time of the random-scan Metropolis algorithm
- A Monte Carlo integration approach to estimating drift and minorization coefficients for Metropolis-Hastings samplers
- Adaptive importance sampling in monte carlo integration
- Approximate spectral gaps for Markov chain mixing times in high dimensions
- Bayesian Model Selection in Finite Mixtures by Marginal Density Decompositions
- Coupling and Ergodicity of Adaptive Markov Chain Monte Carlo Algorithms
- Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms
- Geometric ergodicity of Metropolis algorithms
- scientific article; zbMATH DE number 7249109 (Why is no real title available?)
- Inference from iterative simulation using multiple sequences
- Markov chain Monte Carlo methods for stochastic volatility models.
- Minorization Conditions and Convergence Rates for Markov Chain Monte Carlo
- On the geometric ergodicity of hybrid samplers
- Simulation Run Length Control in the Presence of an Initial Transient
- Studying Convergence of Markov Chain Monte Carlo Algorithms Using Coupled Sample Paths
- Weak convergence and optimal scaling of random walk Metropolis algorithms
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