Convergence of Position-Dependent MALA with Application to Conditional Simulation in GLMMs

DOI10.1080/10618600.2022.2118128arXiv2108.12662OpenAlexW4293698214MaRDI QIDQ6094078

Vivekananda Roy, Unnamed Author

Publication date: 9 October 2023

Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2108.12662

zbMATH Keywords

Markov chainmixed modelsgeometric ergodicitymetropolis-HastingsLangevin diffusiondrift conditions

Mathematics Subject Classification ID

Statistics (62-XX)

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