Convergence of adaptive direction sampling

DOI10.1006/jmva.1994.1028zbMath0806.62052OpenAlexW2028840736MaRDI QIDQ1328357

Gareth O. Roberts, Walter R. Gilks

Publication date: 16 February 1995

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1994.1028

zbMATH Keywords

Markov chain Monte CarloGibbs samplerergodic Markov chainadaptive direction samplingADSirreducibility propertiesparallel ADSsnooker algorithm

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Multivariate analysis (62H99) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probabilistic methods, stochastic differential equations (65C99)

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