Exact bound for the convergence of metropolis chains

DOI10.1080/07362990008809654zbMath0978.60080OpenAlexW2090948651MaRDI QIDQ4946979

Haiyan Cai

Publication date: 15 January 2002

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362990008809654

zbMATH Keywords

Monte Carlo methodMarkov chainconvergence rateMetropolis chain

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items (1)

One-pass additive-error subset selection for \(\ell_p\) subspace approximation and \((k, p)\)-clustering

Cites Work

• Rates of convergence of the Hastings and Metropolis algorithms

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