Geometric convergence of the Metropolis-Hastings simulation algorithm
- 21 August 1998
- journal article
- Published by Elsevier in Statistics & Probability Letters
- Vol. 39 (4) , 371-377
- https://doi.org/10.1016/s0167-7152(98)00096-0
Abstract
No abstract availableKeywords
This publication has 3 references indexed in Scilit:
- Rates of convergence of the Hastings and Metropolis algorithmsThe Annals of Statistics, 1996
- Practical Markov Chain Monte CarloStatistical Science, 1992
- Monte Carlo sampling methods using Markov chains and their applicationsBiometrika, 1970