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

DOI10.1109/MCS.2018.2876959zbMATH Open1477.93165OpenAlexW2908980190WikidataQ128556932 ScholiaQ128556932MaRDI QIDQ5019459FDOQ5019459

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)

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

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