Information bounds for Gibbs samplers

Annals of Statistics

Volumn 26, Issue 6, 1998, Pages 2128-2156

  Greenwood, Priscilla E ^a   McKeague, Ian W ^b   Wefelmeyer, Wolfgang ^c  

^a UNIVERSITY OF BRITISH COLUMBIA   (Canada)

^b FLORIDA STATE UNIVERSITY   (United States)

^c UNIVERSITY OF SIEGEN   (Germany)

Author keywords

Efficient estimator; Empirical estimator; Markov chain Monte Carlo; Variance bound

Indexed keywords

EID: 0032243952     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/aos/1024691464     Document Type: Article

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