Subsample distribution distance and McMC convergence

DOI10.1111/j.1467-9469.2005.00424.xzbMath1091.65010OpenAlexW1995166389WikidataQ59633674 ScholiaQ59633674MaRDI QIDQ5467696

Urban Hjorth, Anna Vadeby

Publication date: 24 May 2006

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9469.2005.00424.x

zbMATH Keywords

convergencesimulationMarkov chain Monte Carlo methodBayesian estimationKullback-Leibler distanceproposal distributionparallel chainscusum methodwithin-between-variance method

Mathematics Subject Classification ID

Related Items (3)

MCMC diagnostics for higher dimensions using Kullback Leibler divergence ⋮ A Hellinger distance approach to MCMC diagnostics ⋮ Revisiting the Gelman-Rubin diagnostic

Cites Work

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• Weak convergence and optimal scaling of random walk Metropolis algorithms
• On the Increments of Partial Sums of a $\varphi$-Mixing Sequence
• Tools for statistical inference. Methods for the exploration of posterior distributions and likelihood functions.

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