Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms
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Publication:3837340
DOI10.1093/biomet/83.1.95zbMath0888.60064OpenAlexW2082856185MaRDI QIDQ3837340
Richard L. Tweedie, Gareth O. Roberts
Publication date: 1996
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/83.1.95
Markov chain Monte Carloposterior distributionMetropolis algorithmGibbs samplinggeometric ergodicityHastings algorithmirreducible Markov process
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