Stability of Markov chain Monte Carlo methods (to appear)

zbMATH OpenNoneMaRDI QIDQ514224FDOQ514224

Authors: Kengo Kamatani 

Publication date: 28 February 2017

Published in: SpringerBriefs in Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Bayesian problems; characterization of Bayes procedures (62C10) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

Cited In (3)

• Stability of sequential Monte Carlo samplers via the Foster-Lyapunov condition
• Stability of adversarial Markov chains, with an application to adaptive MCMC algorithms
• The ODE method for stability of skip-free Markov chains with applications to MCMC

This page was built for publication: Stability of Markov chain Monte Carlo methods (to appear)

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q514224)