Approximate verification of geometric ergodicity for multiple-step Metropolis transition kernels

DOI10.15672/hujms.899524zbMath1499.60260OpenAlexW3203300012MaRDI QIDQ5074247

David A. Spade

Publication date: 9 May 2022

Published in: Hacettepe Journal of Mathematics and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.15672/hujms.899524

zbMATH Keywords

Markov chain Monte Carlogeometric ergodicitydriftminorization

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Discrete-time Markov processes on general state spaces (60J05) Applications of statistics (62P99)

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