On the applicability of regenerative simulation in Markov chain Monte Carlo (Q4455367): Difference between revisions
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scientific article; zbMATH DE number 2058749
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English | On the applicability of regenerative simulation in Markov chain Monte Carlo |
scientific article; zbMATH DE number 2058749 |
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On the applicability of regenerative simulation in Markov chain Monte Carlo (English)
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16 March 2004
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asymptotic standard error
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burn-in
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central limit theorem
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geometric ergodicity
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minorisation condition
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slice sampler
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