Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms
type: Item
instance of: scholarly article
title: Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms
zbMATH Open document ID: 0888.60064
author: Gareth O. Roberts
author: R. L. Tweedie
published in: Biometrika
publication date: 1996-01-01T00:00:00Z
Mathematics Subject Classification ID: 60J20
zbMATH DE Number: 955017
zbMATH Keywords: geometric ergodicity
zbMATH Keywords: Gibbs sampling
zbMATH Keywords: Hastings algorithm
zbMATH Keywords: irreducible Markov process
zbMATH Keywords: Markov chain Monte Carlo
zbMATH Keywords: Metropolis algorithm
zbMATH Keywords: posterior distribution
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1093/biomet/83.1.95
OpenAlex ID: W2082856185
DOI: 10.1093/BIOMET/83.1.95
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description: scientific article