Exact bound for the convergence of metropolis chains
作者:
Haiyan Cai,
期刊:
Stochastic Analysis and Applications
(Taylor Available online 2000)
卷期:
Volume 18,
issue 1
页码: 63-71
ISSN:0736-2994
年代: 2000
DOI:10.1080/07362990008809654
出版商: Marcel Dekker, Inc.
数据来源: Taylor
摘要:
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
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