Convergence of Griddy Gibbs sampling and other perturbed Markov chains

DOI10.1080/00949655.2016.1264399MaRDI QIDQ5106859zbMATH OpenOpenAlexFDO

Authors Vu Dinh, Ann E. Rundell, Greg Buzzard

Publication date 22 April 2020

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2103.15672

zbMATH Keywords

Griddy Gibbsnon-uniformly ergodic Markov chainnonreversible Markov chainperturbed Markov kernel

Mathematics Subject Classification ID

Functional analysis techniques applied to functions of several complex variables (32A70) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Numerical analysis or methods applied to Markov chains (65C40) General biology and biomathematics (92B05)

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Cited in

(4)

• Maximally informative next experiments for nonlinear models
• Posterior concentration and fast convergence rates for generalized Bayesian learning
• scientific article; zbMATH DE number 2139712 (Why is no real title available?)
• Convergence of Griddy Gibbs Sampling and other perturbed Markov chains

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