Monte Carlo integration with Markov chain

DOI10.1016/j.jspi.2007.07.013zbMath1134.62059OpenAlexW2118323142MaRDI QIDQ2427151

Zhiqiang Tan

Publication date: 8 May 2008

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

Full work available at URL: https://doi.org/10.1016/j.jspi.2007.07.013

zbMATH Keywords

stratificationimportance samplingpartial likelihoodMarkov chain Monte CarloGibbs samplingvariance estimation

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

Related Items (1)

Layer Sampling

Cites Work

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