Two convergence properties of hybrid samplers

DOI10.1214/aoap/1028903533zbMath0938.60055MaRDI QIDQ1296738

Gareth O. Roberts, Jeffrey S. Rosenthal

Publication date: 21 June 2000

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoap/1028903533

zbMATH Keywords

Monte Carlo; Markov chain; convergence rate; geometric convergence; hybrid sampler

Mathematics Subject Classification ID

62F99: Parametric inference

62M05: Markov processes: estimation; hidden Markov models

60J05: Discrete-time Markov processes on general state spaces

Related Items

Markov-chain monte carlo: Some practical implications of theoretical results, On nonlinear Markov chain Monte Carlo

Cites Work

• Unnamed Item
• Unnamed Item
• Markov chains and stochastic stability
• Strong uniform times and finite random walks
• Computable bounds for geometric convergence rates of Markov chains
• Geometric ergodicity and hybrid Markov chains
• Markov chains for exploring posterior distributions. (With discussion)
• General Irreducible Markov Chains and Non-Negative Operators
• Sampling-Based Approaches to Calculating Marginal Densities
• Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms
• Minorization Conditions and Convergence Rates for Markov Chain Monte Carlo
• Monte Carlo sampling methods using Markov chains and their applications