Variable transformation to obtain geometric ergodicity in the random-walk Metropolis algorithm

Annals of Statistics

Volumn 40, Issue 6, 2012, Pages 3050-3076

  Johnson, Leif T ^a   Geyer, Charles J ^b  

^a GOOGLE INC   (United States)

^b UNIVERSITY OF MINNESOTA   (United States)

Author keywords

Change of variable; Conjugate prior; Drift condition; Exponential family; Markov chain isomorphism; Markov chain Monte Carlo; Metropolis Hastings Green algorithm

Indexed keywords

EID: 84879185383     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/12-AOS1048     Document Type: Article

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