scholarly journals Uniform ergodicity of the iterated conditional SMC and geometric ergodicity of particle Gibbs samplers

Bernoulli ◽  
2018 ◽  
Vol 24 (2) ◽  
pp. 842-872 ◽  
Author(s):  
Christophe Andrieu ◽  
Anthony Lee ◽  
Matti Vihola
Keyword(s):  
Geometric Ergodicity ◽  
Gibbs Samplers ◽  
Uniform Ergodicity

On the geometric ergodicity of hybrid samplers

2003 ◽  
Vol 40 (1) ◽  
pp. 123-146 ◽  
Author(s):  
G. Fort ◽  
E. Moulines ◽  
G. O. Roberts ◽  
J. S. Rosenthal
Keyword(s):  
Random Walk ◽  
Sufficient Conditions ◽  
Metropolis Algorithm ◽  
Geometric Ergodicity ◽  
Target Density ◽  
Symmetric Random Walk ◽  
Uniform Ergodicity ◽  
Random Walk Metropolis ◽  
Random Walk Metropolis Algorithm

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.

On the geometric ergodicity of hybrid samplers

2003 ◽  
Vol 40 (01) ◽  
pp. 123-146 ◽  
Author(s):  
G. Fort ◽  
E. Moulines ◽  
G. O. Roberts ◽  
J. S. Rosenthal
Keyword(s):  
Random Walk ◽  
Sufficient Conditions ◽  
Metropolis Algorithm ◽  
Geometric Ergodicity ◽  
Target Density ◽  
Symmetric Random Walk ◽  
Uniform Ergodicity ◽  
Random Walk Metropolis ◽  
Random Walk Metropolis Algorithm

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.

scholarly journals Geometric ergodicity of Gibbs samplers for the Horseshoe and its regularized variants

2022 ◽  
Vol 16 (1) ◽  
Author(s):  
Suman Bhattacharya ◽  
Kshitij Khare ◽  
Subhadip Pal
Keyword(s):  
Geometric Ergodicity ◽  
Gibbs Samplers
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