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Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms |
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| Authors: | ROBERTS, G. O. TWEEDIE, R. L. |
| Affiliation: | Statistical Laboratory, Department of Pure Mathematics and Mathematical Statistics, University of Cambridge Cambridge CB2 1SB, U.K. Department of Statistics, Colorado State University Fort Collins, Colorado 80523, U.S.A. |
| Abstract: | |
| Keywords: | Geometric ergodicity Gibbs sampling Hastings algorithm Irreducible Markov process Markov chain Monte Carlo Metropolis algorithm Posterior distribution |
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