Exact convergence analysis of the independent Metropolis-Hastings algorithms

DOI10.3150/21-BEJ1409MaRDI QIDQ2137055

Guanyang Wang

Publication date: 16 May 2022

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2008.02455

zbMATH Keywords

Markov chain Monte Carloexact convergence rateindependent Metropolis-Hastings

Mathematics Subject Classification ID

Markov processes (60Jxx) Probabilistic methods, stochastic differential equations (65Cxx) Statistical sampling theory and related topics (62Dxx)

Related Items (1)

Exact convergence analysis for metropolis–hastings independence samplers in Wasserstein distances

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