Geometric L2 and L1 convergence are equivalent for reversible Markov chains

Journal of Applied Probability

Volumn 38A, Issue , 2001, Pages 37-41

  Roberts, Gareth O ^a,c   Tweedie, Richard L ^b  

^a LANCASTER UNIVERSITY   (United Kingdom)

^b UNIVERSITY OF MINNESOTA   (United States)

^c LANCASTER UNIVERSITY   (United Kingdom)

Author keywords

Gibbs sampler; Markov chain; MCMC; Rates of convergence

Indexed keywords

EID: 0013046167     PISSN: 00219002     EISSN: None     Source Type: Journal    
DOI: 10.1239/jap/1085496589     Document Type: Article

References (16)

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