On geometric ergodicity of additive and multiplicative transformation-based Markov chain Monte Carlo in high dimensions

DOI10.1214/15-BJPS295zbMath1359.60095arXiv1312.0915MaRDI QIDQ509593

Kushal Kr. Dey, Sourabh Bhattacharya

Publication date: 17 February 2017

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1312.0915

zbMATH Keywords

mixturegeometric ergodicityproposal distributionhigh dimensionacceptance ratetransformation-based Markov chain Monte Carlo

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Discrete-time Markov processes on general state spaces (60J05)

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