Convergence of Griddy Gibbs sampling and other perturbed Markov chains

DOI10.1080/00949655.2016.1264399OpenAlexW3145361441MaRDI QIDQ5106859

Ann E. Rundell, Vu Dinh, Gregery T. Buzzard

Publication date: 22 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2103.15672

zbMATH Keywords

Griddy Gibbsnon-uniformly ergodic Markov chainnonreversible Markov chainperturbed Markov kernel

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Numerical analysis or methods applied to Markov chains (65C40) General biology and biomathematics (92B05) Functional analysis techniques applied to functions of several complex variables (32A70)

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Uses Software

• AdMit

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