Coupling and Ergodicity of Adaptive Markov Chain Monte Carlo Algorithms

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Publication:5443744

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DOI10.1239/jap/1183667414zbMath1137.62015OpenAlexW2006582998MaRDI QIDQ5443744

Gareth O. Roberts, Jeffrey S. Rosenthal

Publication date: 22 February 2008

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/jap/1183667414

Mathematics Subject Classification ID

Bayesian inference (62F15) Monte Carlo methods (65C05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Numerical analysis or methods applied to Markov chains (65C40)

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