Abstract
In this paper we obtain bounds on the spectral gap of the transition probability matrix of Markov chains associated with the Metropolis algorithm and with the Gibbs sampler. In both cases we prove that, for small values of
Citation
Salvatore Ingrassia. "On the Rate of Convergence of the Metropolis Algorithm and Gibbs Sampler by Geometric Bounds." Ann. Appl. Probab. 4 (2) 347 - 389, May, 1994. https://doi.org/10.1214/aoap/1177005064
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