Some things we've learned (about Markov chain Monte Carlo)

DOI10.3150/12-BEJSP09zbMath1412.60109arXiv1309.7754OpenAlexW2073769344MaRDI QIDQ373528

Persi Diaconis

Publication date: 17 October 2013

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1309.7754

zbMATH Keywords

Markov chainsrates of convergencenonreversible chains

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Convergence of probability measures (60B10)

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