On the geometric ergodicity of hybrid samplers
2003 ◽
Vol 40
(01)
◽
pp. 123-146
◽
Keyword(s):
In this paper, we consider the random-scan symmetric random walk Metropolis algorithm (RSM) on ℝ d . 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.
2003 ◽
Vol 40
(1)
◽
pp. 123-146
◽
2012 ◽
Vol 22
(3)
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pp. 881-930
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2018 ◽
Vol 28
(5)
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pp. 2966-3001
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2015 ◽
Vol 25
(4)
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pp. 2263-2300
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2019 ◽
Vol 55
(3)
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pp. 1599-1648
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2017 ◽
Vol 54
(2)
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pp. 638-654
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2020 ◽
Vol 130
(1)
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pp. 297-327