Fort, G. and Moulines, E. and Roberts, G. O. and Rosenthal, J. S. (2003) On the geometric ergodicity of hybrid samplers. Journal of Applied Probability, 40 (1). pp. 123-146.Full text not available from this repository.
In this paper, we consider the random-scan symmetric random walk Metropolis algorithm (RSM) on Rd. This algorithm performs a Metropolis step on just one coordinate at a time (as opposed to the full-dimensional symmetric random walk Metropolis algorithm, which proposes a transition on all coordinates at once). We present various sufficient conditions implying V-uniform ergodicity of the RSM when the target density decreases either subexponentially or exponentially in the tails.
|Journal or Publication Title:||Journal of Applied Probability|
|Subjects:||Q Science > QA Mathematics|
|Departments:||Faculty of Science and Technology > Lancaster Environment Centre|
|Deposited By:||Mrs Yaling Zhang|
|Deposited On:||25 Jun 2008 16:40|
|Last Modified:||10 Feb 2016 08:09|
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