Metropolis-Hastings transition kernel couplings

DOI10.1214/22-aihp1360zbMath1546.60142MaRDI QIDQ6596230

Guanyang Wang, John W. O'Leary

Publication date: 2 September 2024

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

zbMATH Keywords

Markov chain Monte CarloMetropolis-Hastings algorithmcouplings

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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