The spectrum of the independent Metropolis-Hastings algorithm

DOI10.1007/s10959-006-0009-2zbMath1106.60060OpenAlexW2088856122MaRDI QIDQ2433970

Jørund Gåsemyr

Publication date: 31 October 2006

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-006-0009-2

zbMATH Keywords

Markov Chain Monte CarloIndependent chainMetropolized independent sampling

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22)

Related Items (3)

A framework for adaptive MCMC targeting multimodal distributions ⋮ Convergence properties of pseudo-marginal Markov chain Monte Carlo algorithms ⋮ Comparison of Markov chains via weak Poincaré inequalities with application to pseudo-marginal MCMC

Cites Work

• Adaptive independent Metropolis-Hastings
• Markov chains for exploring posterior distributions. (With discussion)
• Monte Carlo sampling methods using Markov chains and their applications

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