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The title says it all - will Metropolis-Hastings always converge, like no matter which starting sample you choose?

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  • $\begingroup$ Doesn't ergodicity (see point 2 in the uniqueness criteria list) guarantee that? $\endgroup$ – Thies Heidecke Jan 15 at 16:19
  • $\begingroup$ @ThiesHeidecke oh it seems like it from that link. Thanks! But you sound a little uncertain though? $\endgroup$ – noflow Jan 15 at 19:06

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