Explicit bounds for spectral theory of geometrically ergodic Markov kernels and applications
Author:
Affiliation:
1. Univ Rennes, INSA Rennes, CNRS, IRMAR-UMR 6625, F-35000, France
Publisher
Bernoulli Society for Mathematical Statistics and Probability
Subject
Statistics and Probability
Reference33 articles.
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2. Roberts, G.O. and Rosenthal, J.S. (1997). Geometric ergodicity and hybrid Markov chains. Electron. Commun. Probab. 2 13–25. 10.1214/ECP.v2-981
3. Atchadé, Y.F. and Perron, F. (2007). On the geometric ergodicity of Metropolis-Hastings algorithms. Statistics 41 77–84. 10.1080/10485250601033214
4. Qin, Q. and Hobert, J.P. (2021). On the limitations of single-step drift and minorization in Markov chain convergence analysis. Ann. Appl. Probab. 31 1633–1659. 10.1214/20-aap1628
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1. Rate of convergence of Nummelin-type representation of the invariant distribution of a Markov chain via the residual kernel;Electronic Communications in Probability;2023-01-01
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