Outperforming the Gibbs sampler empirical estimator for nearest-neighbor random fields

DOI10.1214/AOS/1032298276MaRDI QIDQ1354360zbMATH OpenOpenAlexFDO

Authors Ian W. Mckeague, Wolfgang Wefelmeyer, Priscilla Greenwood

Publication date 26 May 1997

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1032298276

zbMATH Keywords

Markov chain Monte CarlosimulationMetropolis-Hastings algorithmvariance reductionasymptotic varianceIsing modelasymptotic relative efficiencyempirical estimatorsGibbs samplersMarkov chain sampling schemenearest-neighbor random fieldsparallel updating

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05) Random fields; image analysis (62M40) Probabilistic methods, stochastic differential equations (65C99) Discrete-time Markov processes on general state spaces (60J05)

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Cited in

(4)

• Optimization of the antithetic Gibbs sampler for Gaussian Markov random fields
• Information bounds for Gibbs samplers
• Ordering and improving the performance of Monte Carlo Markov chains.
• Markov chain Monte Carlo and Rao-Blackwellization

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