论文标题
独立大都市杂货算法的精确收敛率分析
Exact Convergence Rate Analysis of the Independent Metropolis-Hastings Algorithms
论文作者
论文摘要
关于大都市 - 危机算法的一个众所周知的困难问题是使其收敛速率尖锐。此外，马尔可夫链理论中的基本但经常被忽视的问题是研究不同初始化的收敛速率。在本文中，我们研究了上面提到的一般和离散状态空间上的独立大都市杂货（IMH）算法的两个问题。我们得出确切的收敛速率，并证明IMH算法的不同确定性初始化具有相同的收敛速率。我们在一般状态空间上获得IMH算法的确切收敛速度。
A well-known difficult problem regarding Metropolis-Hastings algorithms is to get sharp bounds on their convergence rates. Moreover, a fundamental but often overlooked problem in Markov chain theory is to study the convergence rates for different initializations. In this paper, we study the two issues mentioned above of the Independent Metropolis-Hastings (IMH) algorithms on both general and discrete state spaces. We derive the exact convergence rate and prove that the IMH algorithm's different deterministic initializations have the same convergence rate. We get the exact convergence speed for IMH algorithms on general state spaces.
