A note on formal constructions of sequential conditional couplings

Gareth O. Roberts and Jeffrey S. Rosenthal

Statistics & Probability Letters, 2013, vol. 83, issue 9, 2073-2076

Abstract: We discuss a formal mathematical framework for certain coupling constructions via minorisation conditions, which are often used to prove bounds on convergence to stationarity of stochastic processes and Markov chain Monte Carlo algorithms.

Keywords: Markov chain; Convergence rate; MCMC algorithm; Coupling constructions (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (1)

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DOI: 10.1016/j.spl.2013.05.012

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