V-Subgeometric ergodicity for a Hastings–Metropolis algorithm

✍ Scribed by Gersende Fort; Eric Moulines

• Book ID: 104301451
• Publisher: Elsevier Science
• Year: 2000
• Tongue: English
• Weight: 122 KB
• Volume: 49
• Category: Article
• ISSN: 0167-7152
• DOI: 10.1016/s0167-7152(00)00074-2

✦ Synopsis

We study the symmetric random-walk Hastings-Metropolis algorithm in situations where the density is not log-concave in the tails. We show that, under mild technical conditions this algorithm is V-ergodic at a subgeometrical rate.