Consistent estimation of the spectrum of trace class data augmentation algorithms
DOI10.3150/19-BEJ1112zbMath1428.62409arXiv1711.00572MaRDI QIDQ2325394
Saptarshi Chakraborty, Kshitij Khare
Publication date: 25 September 2019
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1711.00572
data augmentation algorithmsMCMC convergenceeigenvalues of Markov operatorstrace class Markov operators
Computational methods in Markov chains (60J22) Inference from stochastic processes and spectral analysis (62M15) Markov processes: estimation; hidden Markov models (62M05) Monte Carlo methods (65C05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)
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