Construction of weakly CUD sequences for MCMC sampling

DOI10.1214/07-EJS162zbMath1320.62055arXiv0807.4858MaRDI QIDQ1951767

Seth D. Tribble, Art B. Owen

Publication date: 24 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0807.4858

zbMATH Keywords

equidistribution; Gibbs sampler; probit; quasi-Monte Carlo; completely uniformly distributed

Mathematics Subject Classification ID

60J22: Computational methods in Markov chains

62F15: Bayesian inference

11K41: Continuous, (p)-adic and abstract analogues

11K45: Pseudo-random numbers; Monte Carlo methods

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Uses Software

• SSJ

Cites Work

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