V-Subgeometric ergodicity for a Hastings–Metropolis algorithm
Statistics & Probability LettersPublished 1 October 2000
Gersende Fort, Éric Moulines
Citations54
SJR quartileQ2
SJR score0.48
SNIP0.94
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TL;DR
The symmetric random-walk Hastings-Metropolis algorithm in situations where the density is not log-concave in the tails is studied, showing that, under mild technical conditions, this algorithm is V-ergodic at a subgeometrical rate.
Abstract
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.
Keywords
Computer ScienceMathematics
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