Two convergence properties of hybrid samplers

  title={Two convergence properties of hybrid samplers},
  author={Gareth O. Roberts and Jeffrey S. Rosenthal},
Theoretical work on Markov chain Monte Carlo (MCMC) algorithms has so far mainly concentrated on the properties of simple algorithms such as the Gibbs sampler, or the full-dimensional Hastings-Metropolis algorithm. In practice, these simple algorithms are used as building blocks for more sophisticated methods, which we shall refer to as hybrid samplers. It is often hoped that good convergence properties (geometric ergodicity, etc.) of the building blocks will imply similar properties of the… CONTINUE READING
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