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Exact Convergence Rate Analysis of the Independent Metropolis-Hastings Algorithms - MaRDI portal

Exact Convergence Rate Analysis of the Independent Metropolis-Hastings Algorithms

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Publication:6346583

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DOI10.3150/21-BEJ1409arXiv2008.02455MaRDI QIDQ6346583

Guanyang Wang

Publication date: 6 August 2020

Mathematics Subject Classification ID

Markov processes (60Jxx) Probabilistic methods, stochastic differential equations (65Cxx) Statistical sampling theory and related topics (62Dxx)

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