V-Subgeometric ergodicity for a Hastings-Metropolis algorithm

Gersende Fort and Eric Moulines

Statistics & Probability Letters, 2000, vol. 49, issue 4, 401-410

Abstract: We study the symmetric random-walk Hastings-Metropolis algorithm in situations where the density is not log-concave in the tails. We show that, under mild technical conditions this algorithm is V-ergodic at a subgeometrical rate.

Keywords: Hastings-Metropolis; algorithm; V-ergodicity; Drift; conditions; Subgeometrical; rates (search for similar items in EconPapers)
Date: 2000
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Citations: View citations in EconPapers (6)

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