Geometric ergodicity and hybrid Markov chains.

Roberts, Gareth O.; Rosenthal, Jeffrey S.

Electronic Communications in Probability [electronic only] (1997)

  • Volume: 2, page 13-25
  • ISSN: 1083-589X

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Roberts, Gareth O., and Rosenthal, Jeffrey S.. "Geometric ergodicity and hybrid Markov chains.." Electronic Communications in Probability [electronic only] 2 (1997): 13-25. <http://eudml.org/doc/119464>.

@article{Roberts1997,
author = {Roberts, Gareth O., Rosenthal, Jeffrey S.},
journal = {Electronic Communications in Probability [electronic only]},
keywords = {Markov chain Monte Carlo; hybrid Monte Carlo; geometric ergodicity; reversibility; spectral gap},
language = {eng},
pages = {13-25},
publisher = {University of Washington},
title = {Geometric ergodicity and hybrid Markov chains.},
url = {http://eudml.org/doc/119464},
volume = {2},
year = {1997},
}

TY - JOUR
AU - Roberts, Gareth O.
AU - Rosenthal, Jeffrey S.
TI - Geometric ergodicity and hybrid Markov chains.
JO - Electronic Communications in Probability [electronic only]
PY - 1997
PB - University of Washington
VL - 2
SP - 13
EP - 25
LA - eng
KW - Markov chain Monte Carlo; hybrid Monte Carlo; geometric ergodicity; reversibility; spectral gap
UR - http://eudml.org/doc/119464
ER -

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