On the applicability of regenerative simulation in Markov chain Monte Carlo

DOI10.1093/BIOMET/89.4.731zbMath1035.60080OpenAlexW2047323186MaRDI QIDQ4455367

Galin L. Jones, Jeffrey S. Rosenthal, James P. Hobert, Presnell, Brett

Publication date: 16 March 2004

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/89.4.731

zbMATH Keywords

burn-incentral limit theoremgeometric ergodicityasymptotic standard errorslice samplerminorisation condition

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Central limit and other weak theorems (60F05) Monte Carlo methods (65C05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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