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Volumn 8, Issue 2, 1998, Pages 397-407

Two convergence properties of hybrid samplers

Author keywords

Convergence rate; Geometric convergence; Hybrid sampler; Markov chain; Monte Carlo

Indexed keywords


EID: 0032221199     PISSN: 10505164     EISSN: None     Source Type: Journal    
DOI: 10.1214/aoap/1028903533     Document Type: Article
Times cited : (30)

References (16)
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  • 3
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  • 4
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  • 6
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    • 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.
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    • Hastings, W.K.1
  • 9
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    • Computable bounds for convergence rates of Markov chains
    • MEYN, S. P. and TWEEDIE, R. L. (1994). Computable bounds for convergence rates of Markov chains. Ann. Appl. Probab. 4 981-1011.
    • (1994) Ann. Appl. Probab. , vol.4 , pp. 981-1011
    • Meyn, S.P.1    Tweedie, R.L.2
  • 12
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    • Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms
    • ROBERTS, G. O. and TWEEDIE, R. L. (1996). Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms. Biometrika 83 95-110.
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    • Roberts, G.O.1    Tweedie, R.L.2
  • 13
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    • Minorization conditions and convergence rates for Markov chain Monte Carlo
    • ROSENTHAL, J. S. (1995). Minorization conditions and convergence rates for Markov chain Monte Carlo. J. Amer. Statist. Assoc. 90 558-566.
    • (1995) J. Amer. Statist. Assoc. , vol.90 , pp. 558-566
    • Rosenthal, J.S.1
  • 14
    • 0003053548 scopus 로고
    • Bayesian computation via the Gibbs sampler and related Markov chain Monte Carlo methods
    • SMITH, A. F. M. and ROBERTS, G. O. (1993). Bayesian computation via the Gibbs sampler and related Markov chain Monte Carlo methods (with discussion). J. Roy. Statist. Soc. Ser. B 55 3-24.
    • (1993) J. Roy. Statist. Soc. Ser. B , vol.55 , pp. 3-24
    • Smith, A.F.M.1    Roberts, G.O.2
  • 15
    • 0000576595 scopus 로고
    • Markov chains for exploring posterior distributions
    • TIERNEY, L. (1994). Markov chains for exploring posterior distributions (with discussion). Ann. Statist. 22 1701-1762.
    • (1994) Ann. Statist. , vol.22 , pp. 1701-1762
    • Tierney, L.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.