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 ...

Transformation based Markov Chain Monte Carlo (TMCMC) was proposed by Dutta and Bhattacharya (Statistical Methodology 16 (2014) 100–116) as an efficient alternative to the Metropolis–Hastings ...