Markov chain Monte Carlo and Rao-Blackwellization
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Publication:1973294
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)
conditioning; Ising model; Gibbs sampler; Metropolis algorithm; data augmentation; empirical estimator
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
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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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