Subsample distribution distance and McMC convergence (Q5467696)

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scientific article; zbMATH DE number 5026219
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Subsample distribution distance and McMC convergence
scientific article; zbMATH DE number 5026219

    Statements

    Subsample distribution distance and McMC convergence (English)
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    24 May 2006
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    simulation
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    Markov chain Monte Carlo method
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    Kullback-Leibler distance
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    parallel chains
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    proposal distribution
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    convergence
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    within-between-variance method
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    cusum method
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    Bayesian estimation
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