Asymptotic variance and convergence rates of nearly-periodic Markov chain Monte Carlo algorithms

Journal of the American Statistical Association

Volumn 98, Issue 461, 2003, Pages 169-177

  Rosenthal, Jeffrey S ^a  

^a UNIVERSITY OF TORONTO   (Canada)

Author keywords

Asymptotic variance; Convergence rate; Markov chain Monte Carlo; Periodicity

Indexed keywords

EID: 0037364893     PISSN: 01621459     EISSN: None     Source Type: Journal    
DOI: 10.1198/016214503388619193     Document Type: Article

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