Miscellanea. On quantile estimation and Markov chain Monte Carlo convergence

DOI10.1093/BIOMET/86.3.710zbMath0958.65011OpenAlexW2084150623MaRDI QIDQ4935369

Gareth O. Roberts, Stephen P. Brooks

Publication date: 28 March 2001

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/86.3.710

zbMATH Keywords

numerical examplesMonte Carlo methodMarkov chainquantile methodMarkov chain: convergence rateMarkov chain: estimation

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Numerical analysis or methods applied to Markov chains (65C40)

Related Items (4)

Markov chain Monte Carlo estimation of quantiles ⋮ Bayesian factor analysis for multilevel binary observations ⋮ Comparison of methodologies to assess the convergence of Markov chain Monte Carlo methods ⋮ Semiparametric transformation model in presence of cure fraction: a hierarchical Bayesian approach assuming the unknown hazards as latent factors

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