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Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms
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Publications
Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms
Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms
GR
G. Roberts
G. Roberts
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1 March 1996
journal article
Published by
Oxford University Press (OUP)
in
Biometrika
Vol. 83
(1)
,
95-110
https://doi.org/10.1093/biomet/83.1.95
Abstract
No abstract available
Keywords
METROPOLIS ALGORITHMS
CONVERGENCE
GEOMETRIC
CENTRAL LIMIT THEOREMS
MULTIDIMENSIONAL
Cited by 241 articles