Information bounds for Gibbs samplers

DOI10.1214/aos/1024691464zbMath0927.62080OpenAlexW2057575215MaRDI QIDQ1307091

Ian W. McKeague, Wolfgang Wefelmeyer, Prescilla E. Greenwood

Publication date: 14 December 1999

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

Full work available at URL: https://doi.org/10.1214/aos/1024691464

zbMATH Keywords

Markov chain Monte Carloefficient estimatorempirical estimatorvariance bound

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05) Numerical analysis or methods applied to Markov chains (65C40)

Related Items

Convergence rates of two-component MCMC samplers, On the rate of convergence of the Gibbs sampler for the 1-D Ising model by geometric bound, On false discovery control under dependence, A hybrid scan Gibbs sampler for Bayesian models with latent variables

Uses Software

• Gibbsit

Cites Work

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