A Coupling-Regeneration Scheme for Diagnosing Convergence in Markov Chain Monte Carlo Algorithms

DOI10.2307/2669620zbMath0918.60064OpenAlexW4243691393MaRDI QIDQ3839597

Valen E. Johnson

Publication date: 17 August 1999

Full work available at URL: https://doi.org/10.2307/2669620

zbMATH Keywords

Metropolis algorithmGibbs samplingmaximal couplingHastings algorithmsregeneration and coupling

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

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