Markov chains for exploring posterior distributions. (With discussion) (Q1896235)

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Markov chains for exploring posterior distributions. (With discussion)
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    Markov chains for exploring posterior distributions. (With discussion) (English)
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    24 January 1996
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    Monte Carlo
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    Metropolis-Hastings algorithm
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    Gibbs sampler
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    Metropolis algorithm
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    hybrid algorithms
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    general state space Markov chains
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    convergence rates
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    laws of large numbers
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    central limit theorems
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    simulation methodology
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    variance reduction
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    choice of sample size
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