Discretization and MCMC Convergence Assessment

This monograph proposes several approaches to convergence monitoring for MCMC algorithms which are centered on the theme of discrete Markov chains. After a short introduction to MCMC methods, including recent developments like perfect simulation and Langevin Metropolis-Hastings algorithms, and to the current convergence diagnostics, the contributors present the theoretical basis for a study of MCMC convergence using discrete Markov chains and their specificities. The contributors stress in pa…