Geometric ergodicity of Metropolis algorithms
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Publication:1613599
DOI10.1016/S0304-4149(99)00082-4zbMath0997.60070OpenAlexW2017874618MaRDI QIDQ1613599
Ernst Hansen, Søren Fiig Jarner
Publication date: 29 August 2002
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0304-4149(99)00082-4
Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Discrete-time Markov processes on general state spaces (60J05)
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