The Annals of Statistics, Vol. 41, No. 2 (April 2013), pp. 870-896 (27 pages) We introduce a three-parameter random walk with reinforcement, called the (θ, α, β) scheme, which generalizes the linearly ...

We describe the ergodic properties of some Metropolis–Hastings algorithms for heavy-tailed target distributions. The results of these algorithms are usually analyzed under a subgeometric ergodic ...

Markov Chain Monte Carlo (MCMC) methods have become indispensable in contemporary statistical science, enabling researchers to approximate complex probability distributions that are otherwise ...