Sufficient Conditions for Ergodicity and Convergence of MH, SA, and EM Algorithms
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Publication:3157855
DOI10.1081/STM-120034128zbMath1068.65017MaRDI QIDQ3157855
D. S. B. Martins Neto, Chang Chung Yu Dorea, André G. C. Pereira
Publication date: 19 January 2005
Published in: Stochastic Models (Search for Journal in Brave)
simulated annealing; Metropolis-Hastings algorithms; expectation maximization; ergodicity of Markov chains; Doeblin's ergodocity principle; Monte Carlo Markov Chains algorithms
60J22: Computational methods in Markov chains
65C05: Monte Carlo methods
60J10: Markov chains (discrete-time Markov processes on discrete state spaces)
65C40: Numerical analysis or methods applied to Markov chains
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Cites Work
- Markov chains and stochastic stability
- Nonstationary Markov chains and convergence of the annealing algorithm
- Simple conditions for the convergence of the Gibbs sampler and Metropolis-Hastings algorithms
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