Introduction to ``On the use of Markov chain Monte Carlo methods for the sampling of mixture models by R. Douc, F. Maire, J. Olsson

DOI10.1007/S11222-014-9532-7MaRDI QIDQ5963555zbMATH OpenOpenAlexFDO

Authors Stefano Peluso

Publication date 22 February 2016

Published in Statistics and Computing (Search for Journal in Brave)

Full work available at URL http://doc.rero.ch/record/331150/files/11222_2014_Article_9532.pdf

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Markov processes: estimation; hidden Markov models (62M05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Numerical analysis or methods applied to Markov chains (65C40) Sampling theory, sample surveys (62D05) Estimation in multivariate analysis (62H12)

Cites work

• scientific article; zbMATH DE number 795289 (Why is no real title available?)
• Analysis of a nonreversible Markov chain sampler.
• Bayesian analysis of mixture models with an unknown number of components\,--\,an alternative to reversible jump methods.
• Comparison of asymptotic variances of inhomogeneous Markov chains with application to Markov chain Monte Carlo methods
• Marginal Likelihood From the Metropolis–Hastings Output
• Marginal Likelihood from the Gibbs Output

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