Exact bound for the convergence of metropolis chains

Haiyan Cai

doi:10.1080/07362990008809654

Exact bound for the convergence of metropolis chains

Haiyan Cai

University of Missouri-St. Louis

Research output: Contribution to journal › Article › peer-review

Abstract

In this note, we present a calculation which gives us the exact bound for the convergence of Metropolis chains in a finite state space and therefore improves the existing results which are only for the upper bounds of such convergence (see the references below). Our result is based on an interesting observation on the transition probability of Metropolis chains

Original language	American English
Journal	Stochastic Analysis and Applications
Volume	18
DOIs	https://doi.org/10.1080/07362990008809654
State	Published - 2000

Disciplines

Mathematics
Statistics and Probability

Access to Document

10.1080/07362990008809654License: Unspecified

Cite this

@article{0e88ffc2ddca492b8fe539a27ffb647a,

title = "Exact bound for the convergence of metropolis chains",

abstract = " In this note, we present a calculation which gives us the exact bound for the convergence of Metropolis chains in a finite state space and therefore improves the existing results which are only for the upper bounds of such convergence (see the references below). Our result is based on an interesting observation on the transition probability of Metropolis chains ",

author = "Haiyan Cai",

year = "2000",

doi = "10.1080/07362990008809654",

language = "American English",

volume = "18",

journal = "Stochastic Analysis and Applications",

}

TY - JOUR

T1 - Exact bound for the convergence of metropolis chains

AU - Cai, Haiyan

PY - 2000

Y1 - 2000

N2 - In this note, we present a calculation which gives us the exact bound for the convergence of Metropolis chains in a finite state space and therefore improves the existing results which are only for the upper bounds of such convergence (see the references below). Our result is based on an interesting observation on the transition probability of Metropolis chains

AB - In this note, we present a calculation which gives us the exact bound for the convergence of Metropolis chains in a finite state space and therefore improves the existing results which are only for the upper bounds of such convergence (see the references below). Our result is based on an interesting observation on the transition probability of Metropolis chains

UR - https://www.tandfonline.com/doi/abs/10.1080/07362990008809654

U2 - 10.1080/07362990008809654

DO - 10.1080/07362990008809654

M3 - Article

VL - 18

JO - Stochastic Analysis and Applications

JF - Stochastic Analysis and Applications

ER -

Exact bound for the convergence of metropolis chains

Abstract

Disciplines

Access to Document

Other files and links

Cite this