On the rate of convergence of the Metropolis algorithm and Gibbs sampler by geometric bounds
type: Item
instance of: scholarly article
title: On the rate of convergence of the Metropolis algorithm and Gibbs sampler by geometric bounds
zbMATH Open document ID: 0802.60061
author: Salvatore Ingrassia
published in: The Annals of Applied Probability
publication date: 1994-12-12T00:00:00Z
Mathematics Subject Classification ID: 60J10
Mathematics Subject Classification ID: 60G50
Mathematics Subject Classification ID: 15A42
zbMATH DE Number: 639110
zbMATH Keywords: bounds
zbMATH Keywords: spectral gap
zbMATH Keywords: transition probability matrix
zbMATH Keywords: Metropolis algorithm
zbMATH Keywords: Gibbs sampler
zbMATH Keywords: random updating dynamics
zbMATH Keywords: rate of convergence at low temperatures
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aoap/1177005064
OpenAlex ID: W1969238664
DOI: 10.1214/AOAP/1177005064
description: scientific article; zbMATH DE number 639110