2 papers
math.PR2024
Comparing the Efficiency of General State Space Reversible MCMC Algorithms
Geoffrey T. Salmon, Jeffrey S. Rosenthal
We review and provide new proofs of results used to compare the efficiency of estimates generated by reversible MCMC algorithms on a general state space. We provide a full proof of…
math.PR2022
Equivalences of Geometric Ergodicity of Markov Chains
M. A. Gallegos-Herrada, D. Ledvinka, J. S. Rosenthal
This paper gathers together different conditions which are all equivalent to geometric ergodicity of time-homogeneous Markov chains on general state spaces. A total of 34 different…