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Abstract: In this paper, we consider the random scan symmetric random walk Metropolis algorithm (RSM) on R . 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 sucient conditions implying V -uniform ergodicity of the RSM when the target density decreases either sub-exponentially or exponentially in the tails. Keywords:... (Update)
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BibTeX entry: (Update)
@misc{ fort-geometric,
author = "G. Fort and E. Moulines and G. O. Roberts and J. S. Rosenthal",
title = "On The Geometric Ergodicity Of Hybrid Samplers",
url = "citeseer.ist.psu.edu/600893.html" }
Citations (may not include all citations):381 Markov chains for exploring posterior distributions (context) - Tierney - 1994
215 Bayesian computation via the Gibbs sampler and related Marko.. (context) - Smith, Roberts - 1993
146 Monte Carlo statistical methods - Robert, Casella - 1999
85 Minorization conditions and convergence rates for Markov cha.. - Rosenthal - 1995
58 Rates of convergence of the Hastings and Metropolis algorith.. - Mengersen, Tweedie - 1996
40 Geometric convergence and central limit theorems for multidi.. - Roberts, Tweedie - 1996
29 Bounds on regeneration times and convergence rates for Marko.. - Roberts, Tweedie - 1999
28 Geometric ergodicity and hybrid Markov chains - Roberts, Rosenthal - 1997
21 Computable bounds for geometric convergence rates of Markov .. - Meyn, Tweedie - 1994
15 Geometric ergodicity of Metropolis algorithms - Jarner, Hansen - 2000
15 Monte Carlo EM estimation for time series models involving c.. (context) - Chan, Ledolter - 1995
12 A regression model for time series of counts (context) - Zeger - 1988
8 Springer-Verlag London Ltd (context) - Meyn, Tweedie et al. - 1993
7 subgeometric ergodicity for a Hastings-Metropolis algorithm (context) - Fort, Moulines - 2000
7 Geometric ergodicity of Gibbs and Block Gibbs Samplers for a.. - Hobert, Geyer - 1998
5 Two convergence properties of hybrid samplers - Roberts, Rosenthal - 1998
4 On Convergence of the EM algorithm and the Gibbs sampler - Sahu, Roberts - 1999
3 Discussion of Tierney (context) - Chan, Geyer - 1994
2 erential and Riemannian geometry (context) - Laugwitz - 1965
2 Convergence of the Monte-Carlo EM for curved exponential fam.. - Fort, Moulines - 2002
2 Quantitative convergence rates for inhomogeneous Markov chai.. (context) - Douc, Moulines et al. - 2002
1 Computable bounds for subgeometrical ergodicity (context) - Fort, Moulines - 2002
1 To be published (context) - Roberts, Tweedie - 2002
1 geometric ergodicity of markov transition kernels (context) - Fort, for - 2002
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