On the applicability of regenerative simulation in Markov chain Monte Carlo
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Publication:4455367
DOI10.1093/biomet/89.4.731zbMath1035.60080MaRDI QIDQ4455367
Galin L. Jones, Jeffrey S. Rosenthal, James P. Hobert, Presnell, Brett
Publication date: 16 March 2004
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/89.4.731
burn-in; central limit theorem; geometric ergodicity; asymptotic standard error; slice sampler; minorisation condition
60J22: Computational methods in Markov chains
60F05: Central limit and other weak theorems
65C05: Monte Carlo methods
60J10: Markov chains (discrete-time Markov processes on discrete state spaces)
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