Adaptive markov chain monte carlo through regeneration

Journal of the American Statistical Association

Volumn 93, Issue 443, 1998, Pages 1045-1054

  Gilks, Walter R ^a   Roberts, Gareth O ^b   Sahu, Sujit K ^c  

^a MEDICAL RESEARCH COUNCIL   (United Kingdom)

^b UNIVERSITY OF CAMBRIDGE   (United Kingdom)

^c CARDIFF UNIVERSITY   (United Kingdom)

Author keywords

Adaptive method; Bayesian inference; Gibbs sampling; Markov chain Monte Carlo; Metropolis Hastings algorithm; Mixing rate; Regeneration; Splitting

Indexed keywords

EID: 0032333313     PISSN: 01621459     EISSN: 1537274X     Source Type: Journal    
DOI: 10.1080/01621459.1998.10473766     Document Type: Article

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