Markov chains for exploring posterior distributions. (With discussion)

DOI10.1214/AOS/1176325750zbMath0829.62080OpenAlexW2136796925MaRDI QIDQ1896235

Luke Tierney

Publication date: 24 January 1996

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176325750

zbMATH Keywords

convergence ratesMonte Carlovariance reductionGibbs samplerhybrid algorithmscentral limit theoremsMetropolis-Hastings algorithmMetropolis algorithmlaws of large numberssimulation methodologygeneral state space Markov chainschoice of sample size

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Monte Carlo methods (65C05) Discrete-time Markov processes on general state spaces (60J05) Continuous-time Markov processes on discrete state spaces (60J27)

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