A new proof of convergence of MCMC via the ergodic theorem
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Publication:634566
DOI10.1016/J.SPL.2011.05.004zbMATH Open1232.65015OpenAlexW2057777714MaRDI QIDQ634566FDOQ634566
Authors: Peter W. Glynn, Søren Asmussen 
Publication date: 16 August 2011
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2011.05.004
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- General state space Markov chains and MCMC algorithms
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Cited In (17)
- Improving the convergence properties of the data augmentation algorithm with an application to Bayesian mixture modeling
- Geometric ergodicity of the Gibbs sampler for Bayesian quantile regression
- Convergence analysis of the block Gibbs sampler for Bayesian probit linear mixed models with improper priors
- Geometric ergodicity of Pólya-Gamma Gibbs sampler for Bayesian logistic regression with a flat prior
- On the convergence complexity of Gibbs samplers for a family of simple Bayesian random effects models
- Structured heterogeneity of network in evolutionary social dilemmas under assortative linking and learning
- Consistent estimation of the spectrum of trace class data augmentation algorithms
- Error bounds of MCMC for functions with unbounded stationary variance
- Likelihood estimation of consumer preferences in choice-based conjoint analysis
- A quasi-ergodic theorem for evanescent processes
- A numerical method for solving linear systems in the preconditioned Crank-Nicolson algorithm
- Technical Note—Consistency Analysis of Sequential Learning Under Approximate Bayesian Inference
- Geometric ergodicity of the Bayesian Lasso
- Dimension‐independent Markov chain Monte Carlo on the sphere
- Geometric ergodicity for Bayesian shrinkage models
- Harris recurrence of Metropolis-within-Gibbs and trans-dimensional Markov chains
- Trace class Markov chains for Bayesian inference with generalized double Pareto shrinkage priors
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