Geometric ergodicity of Rao and Teh's algorithm for homogeneous Markov jump processes (Q274146)

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scientific article; zbMATH DE number 6572612
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Geometric ergodicity of Rao and Teh's algorithm for homogeneous Markov jump processes
scientific article; zbMATH DE number 6572612

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    Geometric ergodicity of Rao and Teh's algorithm for homogeneous Markov jump processes (English)
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    22 April 2016
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    Markov jump processes
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    Markov chain Monte Carlo algorithm
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    hidden Markov models
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    geometric ergodicity
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    drift condition
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