\(V\)-subgeometric ergodicity for a Hastings-Metropolis algorithm

DOI10.1016/S0167-7152(00)00074-2zbMath0981.60032OpenAlexW2079434032MaRDI QIDQ1587711

Gersende Fort, Eric Moulines

Publication date: 14 March 2002

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(00)00074-2

zbMATH Keywords

\(V\)-ergodic at a subgeometrical rate\(V\)-subgeometric drift criterionsymmetric random-walk Hastings-Metropolis algorithm

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Limit theorems in probability theory (60F99)

Related Items

Polynomial convergence rates of Markov chains, Practical drift conditions for subgeometric rates of convergence., Nonasymptotic Bounds on the Mean Square Error for MCMC Estimates via Renewal Techniques, Limit theorems for some adaptive MCMC algorithms with subgeometric kernels, Markov chain Monte Carlo: can we trust the third significant figure?, Polynomial convergence rates of piecewise deterministic Markov processes, Metropolis-Hastings algorithms with acceptance ratios of nearly 1, Nonasymptotic bounds on the estimation error of MCMC algorithms, Algebraic convergence of Markov chains, Perfect simulation for a class of positive recurrent Markov chains, Subgeometric ergodicity and β-mixing, Sub-exponential rate of convergence to equilibrium for processes on the half-line, Quantitative non-geometric convergence bounds for independence samplers, Ergodicity of Markov chain Monte Carlo with reversible proposal, Bounds on regeneration times and limit theorems for subgeometric Markov chains, On the convergence of stochastic approximations under a subgeometric ergodic Markov dynamic, Subgeometric rates of convergence of \(f\)-ergodic strong Markov processes, Polynomial ergodicity of Markov transition kernels.

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