Markov-chain monte carlo: Some practical implications of theoretical results

DOI10.2307/3315667zbMath0920.62105OpenAlexW2084397209MaRDI QIDQ4399495

Jeffrey S. Rosenthal, Gareth O. Roberts

Publication date: 6 September 1999

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3315667

zbMATH Keywords

Markov chain Monte CarloGibbs samplerMetropolis-Hastings algorithm

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Markov processes: estimation; hidden Markov models (62M05) Monte Carlo methods (65C05) Discrete-time Markov processes on general state spaces (60J05)

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