Geometric ergodicity of Rao and Teh's algorithm for homogeneous Markov jump processes
type: Item
instance of: scholarly article
title: Geometric ergodicity of Rao and Teh's algorithm for homogeneous Markov jump processes
zbMATH Open document ID: 1345.60079
author: Błażej Miasojedow
author: Wojciech Niemiro
published in: Statistics \& Probability Letters
publication date: 2016-04-22T00:00:00Z
full work available at URL: https://arxiv.org/abs/1512.00736
Mathematics Subject Classification ID: 60J10
Mathematics Subject Classification ID: 60J22
Mathematics Subject Classification ID: 60J75
Mathematics Subject Classification ID: 60J27
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 65C40
zbMATH DE Number: 6572612
zbMATH Keywords: Markov jump processes
zbMATH Keywords: Markov chain Monte Carlo algorithm
zbMATH Keywords: hidden Markov models
zbMATH Keywords: geometric ergodicity
zbMATH Keywords: drift condition
MaRDI profile type: MaRDI publication profile
OpenAlex ID: W2281500142
Wikidata QID: Q96748968
cites work: On Gibbs sampling for state space models
cites work: An Exact Gibbs Sampler for the Markov-Modulated Poisson Process
cites work: DATA AUGMENTATION AND DYNAMIC LINEAR MODELS
cites work: Delayed acceptance particle MCMC for exact inference in stochastic kinetic models
cites work: Bayesian inference for Markov jump processes with informative observations
cites work: Q5820901
cites work: General state space Markov chains and MCMC algorithms
DOI: 10.1016/J.SPL.2016.02.002
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description: scientific article; zbMATH DE number 6572612