Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms (Q3837340)
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scientific article; zbMATH DE number 955017
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| English | Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms |
scientific article; zbMATH DE number 955017 |
Statements
Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms (English)
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1996
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geometric ergodicity
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Gibbs sampling
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Hastings algorithm
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irreducible Markov process
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Markov chain Monte Carlo
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Metropolis algorithm
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posterior distribution
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0.9327986
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0.9296648
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0.91376364
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0.90844893
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0.9030478
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0.90172994
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