Markov chain Monte Carlo: Some practical implications of theoretical results

نویسندگان

  • Gareth O. Roberts
  • Jeffrey S. Rosenthal
چکیده

We review and discuss some recent progress on the theory of Markov chain Monte Carlo applications, particularly oriented to applications in statistics. We attempt to assess the relevance of this theory for practical applications.

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تاریخ انتشار 2006