Convergence of Griddy Gibbs sampling and other perturbed Markov chains
نویسندگان
چکیده
منابع مشابه
Convergence properties of perturbed Markov chains
Markov chain Monte Carlo algorithms – such as Gibbs sampler and MetropolisHastings – are now widely used in statistics (Gelfand and Smith, 1990; Smith and Roberts, 1993), physical chemistry (Sokal, 1989), and computer science (Sinclair, 1992; Neal, 1993). To explore a complicated probability distribution π(·), a Markov chain P (x, ·) is defined such that π(·) is stationary for the Markov chain....
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ژورنال
عنوان ژورنال: Journal of Statistical Computation and Simulation
سال: 2016
ISSN: 0094-9655,1563-5163
DOI: 10.1080/00949655.2016.1264399