Local degeneracy of Markov chain Monte Carlo methods

DOI10.1051/ps/2014004zbMath1309.65005arXiv1108.2477OpenAlexW3100662493MaRDI QIDQ5174377

Kengo Kamatani

Publication date: 17 February 2015

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1108.2477

zbMATH Keywords

asymptotic normalitynumerical examplesMarkov chain Monte Carlocumulative link model

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

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