Mixing of MCMC algorithms

DOI10.1080/00949655.2019.1615064OpenAlexW2944205837WikidataQ127898112 ScholiaQ127898112MaRDI QIDQ5107455

Lars Holden

Publication date: 27 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2019.1615064

zbMATH Keywords

recurrencemixingMCMCvariance estimatesoptimal step lengthacceptance rates in Metropolis-Hastings algorithm

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites Work

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