On the rate of convergence of the Metropolis algorithm and Gibbs sampler by geometric bounds (Q1333379)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On the rate of convergence of the Metropolis algorithm and Gibbs sampler by geometric bounds |
scientific article |
Statements
On the rate of convergence of the Metropolis algorithm and Gibbs sampler by geometric bounds (English)
0 references
12 December 1994
0 references
bounds
0 references
spectral gap
0 references
transition probability matrix
0 references
Metropolis algorithm
0 references
Gibbs sampler
0 references
random updating dynamics
0 references
rate of convergence at low temperatures
0 references