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

DOI10.1016/0304-4149(94)90134-1zbMATH Open0803.60067OpenAlexW2071668645MaRDI QIDQ1316598FDOQ1316598

Authors: Gareth O. Roberts, A. 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

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zbMATH Keywords

ergodicitysimulated annealingGibbs samplerlower semicontinuityMetropolis-Hastings algorithmsBayesian posterior distributionslikelihood surfacesMarkov chain Monte Carlo simulation methods

Mathematics Subject Classification ID

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

Cites Work

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• Numerical Bayesian inference with arbitrary prior
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• Extremal indices, geometric ergodicity of Markov chains and MCMC
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• Bayesian Inference in Generalized Error and Generalized Student-tRegression Models
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• EXACT INFERENCE IN FOUR-PARAMETER GENERALIZED GAMMA DISTRIBUTIONS
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• Parameter estimation of inverse Lindley distribution for type-I censored data
• Minorization Conditions and Convergence Rates for Markov Chain Monte Carlo
• Gibbs Sampler Convergence Criteria
• Bayesian inference in time series models using kernel quasi likelihoods
• Hierarchical Bayesian models applied to air surveillance radars
• Solving stochastic chemical kinetics by metropolis-Hastings sampling
• Bayesian selection of log‐linear models
• A tutorial on Bayes factor estimation with the product space method
• Monte Carlo methods
• A Bayesian inference approach to the ill-posed Cauchy problem of steady-state heat conduction
• A new Dirichlet process for mining dynamic patterns in functional data
• Exact small-sample inference in stationary, fully regular, dynamic demand models
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• Bayesian inference using product of spacings function for progressive hybrid type-I censoring scheme
• An adaptive approach to Langevin MCMC
• BAYESIAN INFERENCE IN BIRNBAUM–SAUNDERS REGRESSION

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