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.Official URL: http://dx.doi.org/10.1239/jap/1044476831
Abstract
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.
| Item Type: | Article |
|---|---|
| Journal or Publication Title: | Journal of Applied Probability |
| Subjects: | Q Science > QA Mathematics |
| Departments: | Faculty of Science and Technology > Lancaster Environment Centre |
| ID Code: | 10015 |
| Deposited By: | Mrs Yaling Zhang |
| Deposited On: | 25 Jun 2008 16:40 |
| Refereed?: | Yes |
| Published?: | Published |
| Last Modified: | 26 Jul 2012 14:41 |
| Identification Number: | |
| URI: | http://eprints.lancs.ac.uk/id/eprint/10015 |
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