Monte Carlo methods for improper target distributions (Q485919)

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Monte Carlo methods for improper target distributions
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    title
    Monte Carlo methods for improper target distributions (English)
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    DOI
    10.1214/14-EJS969
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    author
    Krishna B. Athreya
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    Vivekananda Roy
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    publication date
    14 January 2015
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    Mathematics Subject Classification ID
    65C05
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    62M99
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    60G50
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    zbMATH DE Number
    6386282
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    zbMATH Keywords
    importance sampling
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    improper posterior
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    Markov chains
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    MCMC
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    null recurrence
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    ratio limit theorem
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    regenerative sequence
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