Block updating in constrained Markov chain Monte Carlo sampling

Statistics and Probability Letters

Volumn 41, Issue 2, 1999, Pages 353-361

  Hurn, Merrilee A ^a   Rue, Håvard ^c   Sheehan, Nuala A ^b  

^a University of Bath   (United Kingdom)

^b LOUGHBOROUGH UNIVERSITY   (United Kingdom)

^c NONE

Author keywords

Constrained distributions; Importance sampling; Irreducibility; Markov chain monte carlo; Multiple site updating; Stochastic simulation and optimisation

Indexed keywords

EID: 0033556955     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0167-7152(98)90150-x     Document Type: Article

References (8)

1. Besag, J., 1974. Spatial interaction and the statistical analysis of lattice systems. J. Roy. Statist. Soc. Ser. B 36, 192-236.
2. Geman, D., 1990. Random Fields and Inverse Problems in Imaging. Springer, Berlin.
3. Geman, S., Geman, D., Graffigne, C., Dong, P., 1990. Boundary detection by constrained optimization. IEEE Trans. Pattern Anal. Mach. Intell. 12, 609-628.
4. Gilks, W., Richardson, S., Spiegelhalter, D., 1995. Practical Markov Chain Monte Carlo. Chapman & Hall, London.
5. Green, P., 1986. Contribution to the discussion of Besag (1986). J. Roy. Statist. Soc. Ser. B 48, 284-285.
6. Hastings, W., 1970. Monte Carlo sampling methods using Markov chains and their applications. Biometrika 57, 97-109.
7. Neal, R., 1996. Sampling from multimodal distributions using tempered transitions. Statist. Comput. 6, 353-366.
8. Sheehan, N., Thomas, A., 1993. On the irreducibility of a Markov chain defined on a space of genotype configurations by a sampling scheme. Biometrics 49, 163-175.