Using a Markov Chain to Construct a Tractable Approximation of an Intractable Probability Distribution

DOI10.1111/j.1467-9469.2006.00467.xzbMath1122.65013MaRDI QIDQ3411057

No author found.

Publication date: 8 December 2006

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9469.2006.00467.x

zbMATH Keywords

numerical results; Gibbs sampler; regeneration; mixture representation; split chain; hierarchical linear mixed model; Markov chain Monte Carlo (MCMC)-like technique

Mathematics Subject Classification ID

60J22: Computational methods in Markov chains

62F15: Bayesian inference

62D05: Sampling theory, sample surveys

65C05: Monte Carlo methods

65C40: Numerical analysis or methods applied to Markov chains

Related Items

Markov chain Monte Carlo estimation of quantiles, Exact sampling for intractable probability distributions via a Bernoulli factory, Gibbs sampling for a Bayesian hierarchical general linear model, Regenerative Markov Chain Monte Carlo for Any Distribution

Uses Software

• R

Cites Work

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