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Volumn 8, Issue 1, 1998, Pages 1-9

A note on Metropolis-Hastings kernels for general state spaces

Author keywords

Markov chain Monte Carlo; Mixture kernels; Peskun's theorem

Indexed keywords


EID: 0032382065     PISSN: 10505164     EISSN: None     Source Type: Journal    
DOI: 10.1214/aoap/1027961031     Document Type: Article
Times cited : (295)

References (10)
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    • (1993) J. Roy. Statist. Soc. Ser. B , vol.55 , pp. 25-37
    • Besag, J.1    Green, P.J.2
  • 2
    • 0141477361 scopus 로고
    • Bayesian computation and stochastic systems
    • BESAG, J., GREEN, P. J., HIGDON, D. and 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.J.2    Higdon, D.3    Mengersen, K.4
  • 3
    • 77956889087 scopus 로고
    • Reversible jump MCMC computation and Bayesian model determination
    • GREEN, P. J. (1995). Reversible jump MCMC computation and Bayesian model determination. Biometrika 82 711-732.
    • (1995) Biometrika , vol.82 , pp. 711-732
    • Green, P.J.1
  • 4
    • 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
  • 5
    • 34250130646 scopus 로고
    • Central limit theorem for additive functionals of reversible Markov processes and applications to simple exclusions
    • KIPNIS, C. and VARADHAN, S. R. S. (1986). Central limit theorem for additive functionals of reversible Markov processes and applications to simple exclusions. Comm. Math. Phys. 104 1-19.
    • (1986) Comm. Math. Phys. , vol.104 , pp. 1-19
    • Kipnis, C.1    Varadhan, S.R.S.2
  • 7
    • 0015730787 scopus 로고
    • Optimum Monte Carlo sampling using Markov chains
    • PESKUN, P. H. (1973). Optimum Monte Carlo sampling using Markov chains. Biometrika 60 607-612.
    • (1973) Biometrika , vol.60 , pp. 607-612
    • Peskun, P.H.1
  • 8
    • 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
  • 10
    • 0000576595 scopus 로고
    • Markov chains for exploring posterior distributions
    • TIERNEY, L. (1994). Markov chains for exploring posterior distributions. Ann. Statist. 22 1701-1786.
    • (1994) Ann. Statist. , vol.22 , pp. 1701-1786
    • Tierney, L.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.