Mixing of MCMC algorithms
| Autor: | Lars Holden |
|---|---|
| Rok vydání: | 2019 |
| Předmět: |
Statistics and Probability
Markov chain Applied Mathematics Markov chain Monte Carlo General state symbols.namesake Discrete time and continuous time Modeling and Simulation symbols Ergodic theory Statistical physics Statistics Probability and Uncertainty Invariant (mathematics) Mcmc algorithm Mathematics |
| Zdroj: | Journal of Statistical Computation and Simulation. 89:2261-2279 |
| ISSN: | 1563-5163 0094-9655 |
| DOI: | 10.1080/00949655.2019.1615064 |
| Popis: | We analyse MCMC chains focusing on how to find simulation parameters that give good mixing for discrete time, Harris ergodic Markov chains on a general state space X having invariant distribution π... |
| Databáze: | OpenAIRE |
| Externí odkaz: |
|