The order of degeneracy of Markov chain Monte Carlo method

DOI10.14490/JJSS.43.203MaRDI QIDQ2926314zbMATH OpenOpenAlexFDO

Authors Kengo Kamatani

Publication date 23 October 2014

Published in Journal of the Japan Statistical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.14490/jjss.43.203

zbMATH Keywords

Markov chainprobit modelMonte Carlo methodBernstein-von Mises theorem

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Point estimation (62F10)

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