Convergence of Conditional Metropolis-Hastings Samplers
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Publication:5169501
DOI10.1239/aap/1401369701zbMath1379.60082OpenAlexW2139831589MaRDI QIDQ5169501
Gareth O. Roberts, Jeffrey S. Rosenthal, Galin L. Jones
Publication date: 10 July 2014
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.aap/1401369701
convergence rateGibbs samplergeometric ergodicityMarkov chain Monte Carlo algorithmindependence sampler
Computational methods in Markov chains (60J22) Bayesian inference (62F15) Monte Carlo methods (65C05) Discrete-time Markov processes on general state spaces (60J05)
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