𝔖 Bobbio Scriptorium
✦   LIBER   ✦

The Spectrum of the Independent Metropolis–Hastings Algorithm

✍ Scribed by Jørund Gåsemyr


Book ID
106436735
Publisher
Springer US
Year
2006
Tongue
English
Weight
136 KB
Volume
19
Category
Article
ISSN
0894-9840

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


Geometric convergence of the Metropolis-
✍ Lars Holden 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 275 KB

Necessary and sufficient conditions for uniform geometric convergence in the relative supremum norm of the Metropolis-Hastings simulation algorithm with a general generating function are established. An explicit expression for the convergence rate is given. (~