MC's for MCMC'ists
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Publication:4832022
DOI10.1111/j.1751-5823.2002.tb00361.xzbMath1217.60062OpenAlexW2106656719MaRDI QIDQ4832022
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
Central limit and other weak theorems (60F05) Monte Carlo methods (65C05) Strong limit theorems (60F15) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)
Related Items (10)
An Invitation to Sequential Monte Carlo Samplers ⋮ Nonasymptotic Bounds on the Mean Square Error for MCMC Estimates via Renewal Techniques ⋮ Efficient inference for nonlinear state space models: an automatic sample size selection rule ⋮ Nonasymptotic bounds on the estimation error of MCMC algorithms ⋮ On the stability and ergodicity of adaptive scaling Metropolis algorithms ⋮ Hitting times in Markov chains with restart and their application to network centrality ⋮ Robust adaptive Metropolis algorithm with coerced acceptance rate ⋮ Statistical Methods in Imaging ⋮ Estimation of risk contributions with MCMC ⋮ Convergence properties of pseudo-marginal Markov chain Monte Carlo algorithms
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