Ordering and improving the performance of Monte Carlo Markov chains.

DOI10.1214/ss/1015346319zbMath1127.60312OpenAlexW2005548917MaRDI QIDQ1431213

Antonietta Mira

Publication date: 27 May 2004

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/ss/1015346319

zbMATH Keywords

Metropolis-Hastings algorithmefficiency orderingPeskun orderingAsymptotic varianceconvergence orderingcovariance orderingreversible jumps

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Discrete-time Markov processes on general state spaces (60J05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Numerical analysis or methods applied to Markov chains (65C40)

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