Quantitative bounds on convergence of time-inhomogeneous Markov chains

Annals of Applied Probability

Volumn 14, Issue 4, 2004, Pages 1643-1665

  Douc, R ^a,d   Moulines, E ^b   Rosenthal, Jeffrey S ^c  

^a ECOLE POLYTECHNIQUE   (France)

^b TELECOM PARISTECH   (France)

^c UNIVERSITY OF TORONTO   (Canada)

^d CENTRE DE MATHÉMATIQUES APPLIQUÉES   (France)

Author keywords

Convergence rate; Coupling; f total variation; Markov chain Monte Carlo; Simulated annealing

Indexed keywords

EID: 14544282666     PISSN: 10505164     EISSN: 10505164     Source Type: Journal    
DOI: 10.1214/105051604000000620     Document Type: Article

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