MC's for MCMC'ists

DOI10.1111/J.1751-5823.2002.TB00361.XMaRDI QIDQ4832022zbMATH OpenOpenAlexFDO

Authors Esa Nummelin

Publication date 3 January 2005

Published in International Statistical Review (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1751-5823.2002.tb00361.x

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Central limit and other weak theorems (60F05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Strong limit theorems (60F15)

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Cited in

(17)

• Statistical Methods in Imaging
• Convergence properties of pseudo-marginal Markov chain Monte Carlo algorithms
• An Invitation to Sequential Monte Carlo Samplers
• Hitting times in Markov chains with restart and their application to network centrality
• Nonasymptotic bounds on the mean square error for MCMC estimates via renewal techniques
• Estimation of risk contributions with MCMC
• Fixed Precision MCMC Estimation by Median of Products of Averages
• Some remarks on MCMC estimation of spectra of integral operators
• On the applicability of regenerative simulation in Markov chain Monte Carlo
• Robust adaptive Metropolis algorithm with coerced acceptance rate
• Fixed-Width Output Analysis for Markov Chain Monte Carlo
• Zero variance Markov chain Monte Carlo for Bayesian estimators
• Convergence rates and moments of Markov chains associated with the mean of Dirichlet processes.
• Nonasymptotic bounds on the estimation error of MCMC algorithms
• On the stability and ergodicity of adaptive scaling Metropolis algorithms
• Efficient inference for nonlinear state space models: an automatic sample size selection rule
• A large deviation principle for the empirical measures of Metropolis-Hastings chains

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