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Geometric Convergence Rates for Time-Sampled Markov Chains |
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| Authors: | Jeffrey S. Rosenthal |
| Affiliation: | (1) Department of Statistics, University of Toronto, Toronto, Ontario, Canada, M5S 3G3 |
| Abstract: | We consider time-sampled Markov chain kernels, of the form P  = nnPn. We prove bounds on the total variation distance to stationarity of such chains. We are motivated by the analysis of near-periodic MCMC algorithms. |
| Keywords: | Markov chains MCMC algorithms |
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