Geometric ergodicity of a more efficient conditional Metropolis-Hastings algorithm
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Publication:5079080
DOI10.1080/03610926.2020.1719418OpenAlexW3003824790MaRDI QIDQ5079080FDOQ5079080
Alicia A. Johnson, Jianan Hui, James M. Flegal
Publication date: 25 May 2022
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2020.1719418
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Cited In (4)
- On the geometric ergodicity of Metropolis-Hastings algorithms
- \(V\)-subgeometric ergodicity for a Hastings-Metropolis algorithm
- On the Geometric Ergodicity of Metropolis-Hastings Algorithms for Lattice Gaussian Sampling
- Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms
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