Simple conditions for the convergence of the Gibbs sampler and Metropolis-Hastings algorithms

DOI10.1016/0304-4149(94)90134-1zbMath0803.60067OpenAlexW2071668645MaRDI QIDQ1316598

Gareth O. Roberts, Adrian F. M. Smith

Publication date: 10 April 1994

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(94)90134-1

zbMATH Keywords

simulated annealingergodicitylower semicontinuityGibbs samplerMetropolis-Hastings algorithmsBayesian posterior distributionslikelihood surfacesMarkov chain Monte Carlo simulation methods

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

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