Markov chains for exploring posterior distributions. (With discussion)
From MaRDI portal
Publication:1896235
DOI10.1214/aos/1176325750zbMath0829.62080MaRDI QIDQ1896235
Publication date: 24 January 1996
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176325750
convergence rates; Monte Carlo; variance reduction; Gibbs sampler; hybrid algorithms; central limit theorems; Metropolis-Hastings algorithm; Metropolis algorithm; laws of large numbers; simulation methodology; general state space Markov chains; choice of sample size
62M05: Markov processes: estimation; hidden Markov models
65C05: Monte Carlo methods
60J05: Discrete-time Markov processes on general state spaces
60J27: Continuous-time Markov processes on discrete state spaces
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