Regenerative Markov Chain Monte Carlo for Any Distribution

DOI10.1080/03610918.2011.615433zbMath1254.65011MaRDI QIDQ3168385

David D. L. Minh, Do Le Minh (Paul), Andrew L. Nguyen

Publication date: 30 October 2012

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2011.615433

zbMATH Keywords

algorithm; Markov chain Monte Carlo method; numerical examples; regenerative simulation

Mathematics Subject Classification ID

60J22: Computational methods in Markov chains

65C05: Monte Carlo methods

65C40: Numerical analysis or methods applied to Markov chains

Related Items

Regenerative Markov Chain Importance Sampling, Bayesian networks: regenerative Gibbs samplings, Understanding the Hastings Algorithm, Regeneration-enriched Markov processes with application to Monte Carlo, Layer Sampling

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