Markov chain Monte Carlo and Rao-Blackwellization

DOI10.1016/S0378-3758(99)00079-8zbMath0968.62059MaRDI QIDQ1973294

Wolfgang Wefelmeyer, Ian W. McKeague

Publication date: 17 September 2001

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

conditioning; Ising model; Gibbs sampler; Metropolis algorithm; data augmentation; empirical estimator

Mathematics Subject Classification ID

62M40: Random fields; image analysis

62G05: Nonparametric estimation

62M05: Markov processes: estimation; hidden Markov models

65C05: Monte Carlo methods

65C40: Numerical analysis or methods applied to Markov chains

Related Items

Information bounds for Gibbs samplers, Ordering and improving the performance of Monte Carlo Markov chains.

Cites Work

• Markov chains and stochastic stability
• Behavior of droplets for a class of Glauber dynamics at very low temperature
• Optimal spectral structure of reversible stochastic matrices, Monte Carlo methods and the simulation of Markov random fields
• Outperforming the Gibbs sampler empirical estimator for nearest-neighbor random fields
• Markov chains for exploring posterior distributions. (With discussion)
• Sampling-Based Approaches to Calculating Marginal Densities
• The Calculation of Posterior Distributions by Data Augmentation
• Rao-Blackwellisation of sampling schemes
• Covariance structure of the Gibbs sampler with applications to the comparisons of estimators and augmentation schemes
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