Harris recurrence of Metropolis-within-Gibbs and trans-dimensional Markov chains

DOI10.1214/105051606000000510zbMath1121.60076arXivmath/0702412OpenAlexW1988251813MaRDI QIDQ997421

Gareth O. Roberts, Jeffrey S. Rosenthal

Publication date: 6 August 2007

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0702412

zbMATH Keywords

Markov chain Monte CarloMetropolis algorithmHarris recurrencephi-irreducibilitytrans-dimensional Markov chains

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Bayesian inference (62F15) Monte Carlo methods (65C05) Discrete-time Markov processes on general state spaces (60J05)

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