Rates of convergence of the Hastings and Metropolis algorithms

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Publication:1922398

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DOI10.1214/aos/1033066201zbMath0854.60065OpenAlexW1973594349WikidataQ56994734 ScholiaQ56994734MaRDI QIDQ1922398

Richard L. Tweedie, Kerrie L. Mengersen

Publication date: 5 January 1997

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

Full work available at URL: https://doi.org/10.1214/aos/1033066201

zbMATH Keywords

Markov chain Monte Carlo posterior distributions Gibbs sampling geometric ergodicity log-concave distributions stochastic monotonicity Metropolis algorithms irreducible Markov processes Hastings algorithms

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) 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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