Convergence rates of two-component MCMC samplers

DOI10.3150/21-BEJ1369MaRDI QIDQ2136999zbMATH OpenFDO

Authors Qian Qin, Galin L. Jones

Publication date 16 May 2022

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2006.14801, https://projecteuclid.org/journals/bernoulli/volume-28/issue-2/Convergence-rates-of-two-component-MCMC-samplers/10.3150/21-BEJ1369.full

zbMATH Keywords

geometric ergodicityMetropolis-within-GibbsGibbsdeterministic-scanrandom-scan

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited in

(4)

• Weak Convergence Rates of Population Versus Single-Chain Stochastic Approximation MCMC Algorithms
• Analysis of two-component Gibbs samplers using the theory of two projections
• Convergence rates of Metropolis-Hastings algorithms
• Convergence Rates of Two-Component MCMC Samplers

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