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Volumn 83, Issue 3, 1996, Pages 681-682

Peskun's theorem and a modified discrete-state Gibbs sampler

Author keywords

Ising model; Markov chain Monte Carlo; Metropolis Hastings algorithm

Indexed keywords


EID: 0008766414     PISSN: 00063444     EISSN: None     Source Type: Journal    
DOI: 10.1093/biomet/83.3.681     Document Type: Article
Times cited : (85)

References (9)
  • 1
    • 0010658462 scopus 로고
    • Monte Carlo calculations of the radial distribution functions for a proton-electron plasma
    • BARKER, A. A. (1965). Monte Carlo calculations of the radial distribution functions for a proton-electron plasma. Aust. J. Phys. 18, 119-33.
    • (1965) Aust. J. Phys. , vol.18 , pp. 119-133
    • Barker, A.A.1
  • 2
    • 0141477361 scopus 로고
    • Bayesian computation and stochastic systems
    • BESAG, J., GREEN, P., HIGDON, D. & MENGERSEN, K. (1995). Bayesian computation and stochastic systems (with Discussion). Statist. Sci. 10, 3-66.
    • (1995) Statist. Sci. , vol.10 , pp. 3-66
    • Besag, J.1    Green, P.2    Higdon, D.3    Mengersen, K.4
  • 3
    • 0000207240 scopus 로고
    • Convergence rates of the Gibbs sampler, the Metropolis algorithm and other single-site updating dynamics
    • FRIGESSI, A., HWANG, C.-R., DI STEFANO, P. & SHEU, S.-J. (1993). Convergence rates of the Gibbs sampler, the Metropolis algorithm and other single-site updating dynamics. J. R. Statist. Soc. B 55, 205-19.
    • (1993) J. R. Statist. Soc. B , vol.55 , pp. 205-219
    • Frigessi, A.1    Hwang, C.-R.2    Di Stefano, P.3    Sheu, S.-J.4
  • 4
    • 0021518209 scopus 로고
    • Stochastic relaxation, Gibbs distributions and the Bayesian restoration of images
    • GEMAN, S. & GEMAN, D. (1984). Stochastic relaxation, Gibbs distributions and the Bayesian restoration of images. IEEE Trans. Pat. Anal. Mach. Intel. 6, 721-41.
    • (1984) IEEE Trans. Pat. Anal. Mach. Intel. , vol.6 , pp. 721-741
    • Geman, S.1    Geman, D.2
  • 5
    • 77956890234 scopus 로고
    • Monte Carlo sampling methods using Markov chains and their applications
    • HASTINGS, W. K. (1970). Monte Carlo sampling methods using Markov chains and their applications. Biometrika 57, 97-109.
    • (1970) Biometrika , vol.57 , pp. 97-109
    • Hastings, W.K.1
  • 7
    • 0000854270 scopus 로고
    • Covariance structure and convergence rate of the Gibbs sampler with various scans
    • LIU, J. S., WONG, W. H. & KONG, A. (1995). Covariance structure and convergence rate of the Gibbs sampler with various scans. J. R. Statist. Soc. B 57, 157-69.
    • (1995) J. R. Statist. Soc. B , vol.57 , pp. 157-169
    • Liu, J.S.1    Wong, W.H.2    Kong, A.3
  • 9
    • 0015730787 scopus 로고
    • Optimal Monte Carlo sampling using Markov chains
    • PESKUN, P. H. (1973). Optimal Monte Carlo sampling using Markov chains. Biometrika 60, 607-12.
    • (1973) Biometrika , vol.60 , pp. 607-612
    • Peskun, P.H.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.