Exact bound for the convergence of metropolis chains |
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| Authors: | Haiyan Cai |
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| Institution: | Department of mathematics and computer science , University of missouri-st.Louis , St.Louis, MO, 63121, USA E-mail: cai@arch. cs.umsl. edu |
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| Abstract: | In this note, we present a calculation which gives us the exact bound for the convergence of Metropolis chains in a finite state space and therefore improves the existing results which are only for the upper bounds of such convergence (see the references below). Our result is based on an interesting observation on the transition probability of Metropolis chains |
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