A large deviation principle for the empirical measures of Metropolis-Hastings chains

DOI10.1016/j.spa.2023.104293arXiv2304.02775OpenAlexW4390532044MaRDI QIDQ6123273

Pierre Nyquist, Federica Milinanni

Publication date: 4 March 2024

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2304.02775

zbMATH Keywords

Markov chain Monte Carlolarge deviationsempirical measureMetropolis-Hastings

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Combinatorial probability (60C05) Large deviations (60F10) Random measures (60G57)

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