A pathological MCMC algorithm and its use as a benchmark for convergence assessment technique chains

zbMATH Open0926.65006MaRDI QIDQ1297845FDOQ1297845

Authors: V. Pereyra 

Publication date: 14 September 1999

Published in: Computational Statistics (Search for Journal in Brave)

Recommendations

• Markov Chain Monte Carlo Convergence Diagnostics: A Comparative Review
• Studying Convergence of Markov Chain Monte Carlo Algorithms Using Coupled Sample Paths
• Comparison of methodologies to assess the convergence of Markov chain Monte Carlo methods
• scientific article; zbMATH DE number 1522711

zbMATH Keywords

beta distributionMonte Carlo simulationconvergence controlMarkov chain Monte Carlo (MCMC) algorithmsMetropolis-type algorithm

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Complexity and performance of numerical algorithms (65Y20) Continuous-time Markov processes on discrete state spaces (60J27) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)

Cited In (2)

• Canonical Paths for MCMC: from Art to Science
• An automated stopping rule for MCMC convergence assessment

This page was built for publication: A pathological MCMC algorithm and its use as a benchmark for convergence assessment technique chains

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1297845)