A note on geometric ergodicity and floating-point roundoff error

DOI10.1016/S0167-7152(01)00054-2zbMath0991.60064MaRDI QIDQ5952078

Gareth O. Roberts, Laird Breyer, Jeffrey S. Rosenthal

Publication date: 8 January 2002

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

convergence propertiesgeometric ergodicitypolynomial ergodicity

Mathematics Subject Classification ID

Related Items (8)

Perturbation analysis for continuous-time Markov chains ⋮ Stability of noisy Metropolis-Hastings ⋮ Robustness of iterated function systems of Lipschitz maps ⋮ Perturbation theory for Markov chains via Wasserstein distance ⋮ Perturbation bounds for Monte Carlo within metropolis via restricted approximations ⋮ Regular Perturbation of V-Geometrically Ergodic Markov Chains ⋮ GPU-accelerated Gibbs sampling: a case study of the horseshoe probit model ⋮ Approximations of geometrically ergodic reversible markov chains

Cites Work

• Geometric ergodicity and hybrid Markov chains
• Rates of convergence of the Hastings and Metropolis algorithms
• Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms
• Convergence Properties of Perturbed Markov Chains

This page was built for publication: A note on geometric ergodicity and floating-point roundoff error