Subsampling the Gibbs sampler: variance reduction

DOI10.1016/S0167-7152(99)00142-XMaRDI QIDQ1975358zbMATH OpenFDO

Authors Steven N. MacEachern, Mario Peruggia

Publication date 18 February 2002

Published in Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

Monte Carloefficiencyestimationstationary time seriesMarkov chains

Mathematics Subject Classification ID

Bayesian inference (62F15) Numerical analysis or methods applied to Markov chains (65C40)

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Cites work

• scientific article; zbMATH DE number 472921 (Why is no real title available?)
• scientific article; zbMATH DE number 472922 (Why is no real title available?)
• scientific article; zbMATH DE number 1085989 (Why is no real title available?)
• Bayesian computation and stochastic systems. With comments and reply.
• Convergence control methods for Markov chain Monte Carlo algorithms
• Markov chains and stochastic stability
• Markov chains for exploring posterior distributions. (With discussion)
• Sampling-Based Approaches to Calculating Marginal Densities

Cited in

(4)

• Subsampling MCMC -- an introduction for the survey statistician
• APPLYING THE PRODUCT PARTITION MODEL TO THE IDENTIFICATION OF MULTIPLE CHANGE POINTS
• Model selection with missing covariates for policy considerations in fox enclosures
• Antithetic coupling of two Gibbs sampler chains.

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