The order of degeneracy of Markov chain Monte Carlo method

DOI10.14490/JJSS.43.203zbMATH Open1306.60106OpenAlexW2051718076MaRDI QIDQ2926314FDOQ2926314

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

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zbMATH Keywords

Markov chainprobit modelMonte Carlo methodBernstein-von Mises theorem

Mathematics Subject Classification ID

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

Cited In (2)

• Local degeneracy of Markov chain Monte Carlo methods
• Local consistency of Markov chain Monte Carlo methods

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