A simulation approach to convergence rates for Markov chain Monte Carlo algorithms

• 1 January 1998
• journal article
• Published by Springer Nature in Statistics and Computing
• Vol. 8  (2) , 115-124
• https://doi.org/10.1023/a:1008982016666

Abstract

Keywords

• DRIFT CONDITION
• GIBBS SAMPLER
• MARKOV CHAIN MONTE CARLO
• METROPOLIS–HASTINGS ALGORITHM
• MINORIZATION CONDITION
• ORDINAL PROBIT
• VARIANCE COMPONENTS