Regeneration in Markov Chain Samplers
From MaRDI portal
Publication:4836986
DOI10.2307/2291148zbMath0819.62082OpenAlexW4229575850MaRDI QIDQ4836986
Per Aslak Mykland, Luke Tierney, Bin Yu
Publication date: 30 August 1995
Full work available at URL: http://hdl.handle.net/11299/199605
Gibbs samplingsimulation output analysissplit chainregenerative methodsdiagnostic of sampler performancehybrid samplersMarkov chain samplersMarkov chain splittingMetropolis samplers
Inference from stochastic processes (62M99) Continuous-time Markov processes on discrete state spaces (60J27) Probabilistic methods, stochastic differential equations (65C99)
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