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On the rate of convergence of the Metropolis algorithm and Gibbs sampler by geometric bounds - MaRDI portal

On the rate of convergence of the Metropolis algorithm and Gibbs sampler by geometric bounds (Q1333379)

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scientific article; zbMATH DE number 639110
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English
On the rate of convergence of the Metropolis algorithm and Gibbs sampler by geometric bounds
scientific article; zbMATH DE number 639110

    Statements

    On the rate of convergence of the Metropolis algorithm and Gibbs sampler by geometric bounds (English)
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    12 December 1994
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    bounds
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    spectral gap
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    transition probability matrix
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    Metropolis algorithm
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    Gibbs sampler
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    random updating dynamics
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    rate of convergence at low temperatures
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