메뉴 건너뛰기




Volumn 36, Issue 4, 1999, Pages 1210-1217

A note on acceptance rate criteria for CLTs for Metropolis-Hastings algorithms

Author keywords

Central limit theorems; Hastings algorithms; Markov chain Monte Carlo; Metropolis algorithms

Indexed keywords


EID: 0033233847     PISSN: 00219002     EISSN: None     Source Type: Journal    
DOI: 10.1017/S0021900200017976     Document Type: Article
Times cited : (16)

References (18)
  • 2
    • 0000576596 scopus 로고
    • Discussion of [18]
    • CHAN, K. S. AND GEYER, C. J. (1994). Discussion of [18]. Ann. Statist. 22, 1747-1758.
    • (1994) Ann. Statist. , vol.22 , pp. 1747-1758
    • Chan, K.S.1    Geyer, C.J.2
  • 5
    • 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
  • 6
    • 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
    • 21344458535 scopus 로고    scopus 로고
    • Metropolized independent sampling with comparisons to rejection sampling and importance sampling
    • LIU, J. S. (1997). Metropolized independent sampling with comparisons to rejection sampling and importance sampling. Statistics and Computing. 6, 113-119.
    • (1997) Statistics and Computing , vol.6 , pp. 113-119
    • Liu, J.S.1
  • 8
    • 0030551974 scopus 로고    scopus 로고
    • 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
  • 10
    • 0001974429 scopus 로고    scopus 로고
    • Markov chain concepts relating to sampling algorithms
    • Chapman and Hall, London
    • ROBERTS, G. O. (1996). Markov chain concepts relating to sampling algorithms. In Markov Chain Monte Carlo in Practice. Chapman and Hall, London, pp. 45-58.
    • (1996) Markov Chain Monte Carlo in Practice , pp. 45-58
    • Roberts, G.O.1
  • 11
    • 0002074149 scopus 로고    scopus 로고
    • Geometric ergodicity and hybrid Markov chains
    • ROBERTS, G. O. AND ROSENTHAL, J. S. (1997). Geometric ergodicity and hybrid Markov chains. Electron. Commun. Prob. 2, 13-25.
    • (1997) Electron. Commun. Prob. , vol.2 , pp. 13-25
    • Roberts, G.O.1    Rosenthal, J.S.2
  • 12
    • 0000936678 scopus 로고    scopus 로고
    • Optimal scaling of discrete approximations to Langevin diffusions
    • University of Cambridge Statistical Laboratory research report 94-11
    • ROBERTS, G. O. AND ROSENTHAL, J. S. (1998). Optimal scaling of discrete approximations to Langevin diffusions. University of Cambridge Statistical Laboratory research report 94-11. J. Roy. Statist. Assoc. B. 60, 255-268.
    • (1998) J. Roy. Statist. Assoc. B. , vol.60 , pp. 255-268
    • Roberts, G.O.1    Rosenthal, J.S.2
  • 13
    • 43949153069 scopus 로고
    • Simple conditions for the convergence of the Gibbs sampler and Metropolis-Hastings algorithms
    • ROBERTS, G. O. AND SMITH, A. F. M. (1994). Simple conditions for the convergence of the Gibbs sampler and Metropolis-Hastings algorithms. Stoch. Proc. Appl. 49, 207-216.
    • (1994) Stoch. Proc. Appl. , vol.49 , pp. 207-216
    • Roberts, G.O.1    Smith, A.F.M.2
  • 14
    • 33746388444 scopus 로고    scopus 로고
    • 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, 96-110.
    • (1996) Biometrika , vol.83 , pp. 96-110
    • Roberts, G.O.1    Tweedie, R.L.2
  • 15
    • 85132364916 scopus 로고    scopus 로고
    • Exponential convergence of Langevin diffusions and their discrete approximations
    • ROBERTS, G. O. AND TWEEDIE, R. L. (1996). Exponential convergence of Langevin diffusions and their discrete approximations. Bernoulli 2, 341-363.
    • (1996) Bernoulli , vol.2 , pp. 341-363
    • Roberts, G.O.1    Tweedie, R.L.2
  • 16
    • 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. B 55, 3-24.
    • (1993) J. Roy. Statist. Soc. B , vol.55 , pp. 3-24
    • Smith, A.F.M.1    Roberts, G.O.2
  • 18
    • 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.