-
1
-
-
0030539791
-
On the convergence of the Markov chain simulation method
-
Athreya, K.B., Doss, H., and Sethuraman, J. (1996). On the convergence of the Markov chain simulation method. Ann. Statist., 24, 69-100.
-
(1996)
Ann. Statist.
, vol.24
, pp. 69-100
-
-
Athreya, K.B.1
Doss, H.2
Sethuraman, J.3
-
2
-
-
0001229875
-
Hit-and-run algorithms for generating multivariate distributions
-
Bélisle, C., Romeijn, H.E., and Smith, R.L. (1993). Hit-and-run algorithms for generating multivariate distributions. Math. Oper. Res., 18, 255-266.
-
(1993)
Math. Oper. Res.
, vol.18
, pp. 255-266
-
-
Bélisle, C.1
Romeijn, H.E.2
Smith, R.L.3
-
3
-
-
0001216593
-
Convergence properties of hit-and-run samplers
-
Bélisle, C., Boneh, A., and Caron. R.J. (1998). Convergence properties of hit-and-run samplers. Stochastic Models, 14(4), 767-800.
-
(1998)
Stochastic Models
, vol.14
, Issue.4
, pp. 767-800
-
-
Bélisle, C.1
Boneh, A.2
Caron, R.J.3
-
4
-
-
0023314168
-
Hit-and-run algorithms for the identification of nonredundant linear inequalities
-
Berbee, H.C.P., Boender, C.G.E., Rinnooy Kan, A.H.G., Scheffer, C.L., Smith, R.L., and Teigen, J. (1987). Hit-and-run algorithms for the identification of nonredundant linear inequalities. Math. Programming, 37, 184-207.
-
(1987)
Math. Programming
, vol.37
, pp. 184-207
-
-
Berbee, H.C.P.1
Boender, C.G.E.2
Rinnooy Kan, A.H.G.3
Scheffer, C.L.4
Smith, R.L.5
Teigen, J.6
-
5
-
-
21144460710
-
Asymptotic behavior of the Gibbs sampler
-
Chan, K.S. (1993). Asymptotic behavior of the Gibbs sampler. J. Amer. Statist. Assoc., 88, 320-326.
-
(1993)
J. Amer. Statist. Assoc.
, vol.88
, pp. 320-326
-
-
Chan, K.S.1
-
6
-
-
0040211214
-
Performance of the Gibbs, hit-and-run, and Metropolis samplers
-
Chen, M.-H., and Schmeiser, B.W. (1993). Performance of the Gibbs, hit-and-run, and Metropolis samplers. J. Comput. Graph. Statist., 2, 251-272.
-
(1993)
J. Comput. Graph. Statist.
, vol.2
, pp. 251-272
-
-
Chen, M.-H.1
Schmeiser, B.W.2
-
7
-
-
0030260521
-
General hit-and-run Monte Carlo sampling for evaluating multidimensional integrals
-
Chen, M.-H., and Schmeiser, B.W. (1996). General hit-and-run Monte Carlo sampling for evaluating multidimensional integrals. Oper. Res. Lett., 19, 161-169.
-
(1996)
Oper. Res. Lett.
, vol.19
, pp. 161-169
-
-
Chen, M.-H.1
Schmeiser, B.W.2
-
8
-
-
84950453304
-
Sampling-based approaches to calculating marginal densities
-
Gelfand, A.E., and Smith, A.P.M. (1990). Sampling-based approaches to calculating marginal densities. J. Amer. Statist. Assoc., 85, 398-409.
-
(1990)
J. Amer. Statist. Assoc.
, vol.85
, pp. 398-409
-
-
Gelfand, A.E.1
Smith, A.P.M.2
-
9
-
-
0000854270
-
Covariance structure and convergence rate of the Gibbs sampler with various scans
-
Liu, J.S., Wong, W.H., and Kong, A. (1995). Covariance structure and convergence rate of the Gibbs sampler with various scans. J. Roy. Statist. Sac. Ser. B, 57, 157-169.
-
(1995)
J. Roy. Statist. Sac. Ser. B
, vol.57
, pp. 157-169
-
-
Liu, J.S.1
Wong, W.H.2
Kong, A.3
-
10
-
-
0030551974
-
Rates of convergence of the Hastings and Metropolis algorithms
-
Mengersen, K.L., and Tweedie, R.L. (1996). Rates of convergence of the Hastings and Metropolis algorithms. Ann. Statist., 24, 101-121.
-
(1996)
Ann. Statist.
, vol.24
, pp. 101-121
-
-
Mengersen, K.L.1
Tweedie, R.L.2
-
13
-
-
0003737306
-
-
North-Holland. Amsterdam
-
Revuz, D. (1975). Markov Chains. North-Holland. Amsterdam.
-
(1975)
Markov Chains
-
-
Revuz, D.1
-
14
-
-
0000481620
-
On the geometric convergence of the Gibbs sampler
-
Roberts, G.O., and Poison, N.G. (1994). On the geometric convergence of the Gibbs sampler. J. Roy. Statist. Soc. Ser. B. 56, 377-384.
-
(1994)
J. Roy. Statist. Soc. Ser. B.
, vol.56
, pp. 377-384
-
-
Roberts, G.O.1
Poison, N.G.2
-
15
-
-
85033519406
-
On convergence rates of Gibbs samplers for uniform distributions
-
Technical Report. Department of Statistics, University of Toronto. To appear in
-
Roberts. G.O., and Rosenthal, J.S. (1997). On convergence rates of Gibbs samplers for uniform distributions. Technical Report. Department of Statistics, University of Toronto. To appear in Ann. Appl. Probab.
-
(1997)
Ann. Appl. Probab.
-
-
Roberts, G.O.1
Rosenthal, J.S.2
-
16
-
-
0000223765
-
On the convergence of successive substitution sampling
-
Schervish, M.J., and Carlin, B.P. (1992). On the convergence of successive substitution sampling. J. Comput. Graph. Statist., 1, 111-127.
-
(1992)
J. Comput. Graph. Statist.
, vol.1
, pp. 111-127
-
-
Schervish, M.J.1
Carlin, B.P.2
-
17
-
-
0000576595
-
Markov chains for exploring posterior distributions
-
Tiemey, L. (1994). Markov chains for exploring posterior distributions. Ann. Statist., 22, 1701-1762.
-
(1994)
Ann. Statist.
, vol.22
, pp. 1701-1762
-
-
Tiemey, L.1
-
18
-
-
0000867278
-
Improving hit-and-run for global optimization
-
Zabinsky, Z.B., Smith, R.L., McDonald, J.F., Romeijn, H.E., and Kaufman, D.E. (1993). Improving hit-and-run for global optimization. J. Global Optim., 3, 171-192.
-
(1993)
J. Global Optim.
, vol.3
, pp. 171-192
-
-
Zabinsky, Z.B.1
Smith, R.L.2
McDonald, J.F.3
Romeijn, H.E.4
Kaufman, D.E.5
|