Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms

Biometrika

Volumn 83, Issue 1, 1996, Pages 95-110

  Roberts, G O ^a   Tweedie, R L ^b  

^a UNIVERSITY OF CAMBRIDGE   (United Kingdom)

^b Immunology and Pathology   (United States)

Author keywords

Geometric ergodicity; Gibbs sampling; Hastings algorithm; Irreducible Markov process; Markov chain Monte Carlo; Metropolis algorithm; Posterior distribution

Indexed keywords

EID: 33746388444     PISSN: 00063444     EISSN: None     Source Type: Journal    
DOI: 10.1093/biomet/83.1.95     Document Type: Article

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