MCMC notes (1)

Recently I was reading articles and books about MCMC, and realized that many materials were not taught in my graduate study. To this end, I decide to make a summary of such content, to assist readers and myself to gain deeper understanding of MCMC in the future. I hope to make this topic a series, although I cannot guarantee its completion. This article is the first one in this hypothetical series, and we are going to introduce an important concept, the geometric ergodicity.

Continue reading

Author's picture

Yixuan Qiu

Statistics, Data, and Programming

Associate Professor