Stationarity and Convergence of the Metropolis-Hastings Algorithm: Insights into Theoretical Aspects

DOI10.1109/MCS.2018.2876959MaRDI QIDQ5019459zbMATH OpenOpenAlexWikidataFDO

Authors Stacy D. Hill, James C. Spall

Publication date 10 January 2022

Published in IEEE Control Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/mcs.2018.2876959

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Identification in stochastic control theory (93E12)

Cited in

(2)

• Metropolis Monte Carlo sampling: convergence, localization transition and optimality
• A modified Huber loss function for continual reassessment methods in clinical trials

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