Rates of convergence of the Hastings and Metropolis algorithms

Annals of Statistics

Volumn 24, Issue 1, 1996, Pages 101-121

  Mengersen, K L ^a   Tweedie, R L ^b  

^a QUEENSLAND UNIVERSITY OF TECHNOLOGY   (Australia)

^b Immunology and Pathology   (United States)

Author keywords

Geometric ergodicity; Gibbs sampling; Hastings algorithms; Log concave distributions; Markov chain Monte Carlo irreducible Markov processes; Metropolis algorithms; Posterior distributions; Stochastic monotonicity

Indexed keywords

EID: 0030551974     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/aos/1033066201     Document Type: Article

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