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math.PR2013
Uniform Ergodicity of the Iterated Conditional SMC and Geometric Ergodicity of Particle Gibbs samplers
Christophe Andrieu, Anthony Lee, Matti Vihola
We establish quantitative bounds for rates of convergence and asymptotic variances for iterated conditional sequential Monte Carlo (i-cSMC) Markov chains and associated particle Gi…
math.PR2013★ 1 cited
Quantitative convergence rates for sub-geometric Markov chains
Christophe Andrieu, Gersende Fort, Matti Vihola
We provide explicit expressions for the constants involved in the characterisation of ergodicity of sub-geometric Markov chains. The constants are determined in terms of those appe…