Markov chains for exploring posterior distributions. (With discussion) (Q1896235): Difference between revisions
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Revision as of 05:09, 5 March 2024
scientific article
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English | Markov chains for exploring posterior distributions. (With discussion) |
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Markov chains for exploring posterior distributions. (With discussion) (English)
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24 January 1996
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Monte Carlo
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Metropolis-Hastings algorithm
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Gibbs sampler
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Metropolis algorithm
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hybrid algorithms
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general state space Markov chains
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convergence rates
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laws of large numbers
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central limit theorems
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simulation methodology
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variance reduction
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choice of sample size
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