On the geometric ergodicity of Metropolis-Hastings algorithms (Q5429699)
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scientific article; zbMATH DE number 5217249
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the geometric ergodicity of Metropolis-Hastings algorithms |
scientific article; zbMATH DE number 5217249 |
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On the geometric ergodicity of Metropolis-Hastings algorithms (English)
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3 December 2007
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Markov chain operator
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Metropolis-Hastings algorithm
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independent Metropolis-Hastings algorithm
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geometric ergodicity
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Monte Carlo estimation
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global stability
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