Theoretical rates of convergence forMarkov chain Monte
نویسنده
چکیده
We present a general method for proving rigorous, a priori bounds on the number of iterations required to achieve convergence of Markov chain Monte Carlo. We describe bounds for spe-ciic models of the Gibbs sampler, which have been obtained from the general method. We discuss possibilities for obtaining bounds more generally.
منابع مشابه
Theoretical rates of convergence for Markov chain Monte Carlo
We present a general method for proving rigorous, a priori bounds on the number of iterations required to achieve convergence of Markov chain Monte Carlo. We describe bounds for specific models of the Gibbs sampler, which have been obtained from the general method. We discuss possibilities for obtaining bounds more generally.
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تاریخ انتشار 1994