Discretization and MCMC Convergence Assessment

The exponential increase in the use of MCMC methods and the corre­ sponding applications in domains of even higher complexity have caused a growing concern about the available convergence assessment methods and the realization that some of these methods were not reliable enough for all-purpose analyses. Some researchers have mainly focussed on the con­ vergence to stationarity and the estimation of rates of convergence, in rela­ tion with the eigenvalues of the transition kernel. This monograph