Ordering and Improving the Performance of Monte Carlo Markov Chains

Statistical Science

Volumn 16, Issue 4, 2001, Pages 340-350

  Mira, Antonietta ^a  

^a UNIVERSITY OF INSUBRIA   (Italy)

Author keywords

Asymptotic variance; Convergence ordering; Covariance ordering; Efficiency ordering; Metropolis Hastings algorithm; Peskun ordering; Reversible jumps

Indexed keywords

EID: 0042193001     PISSN: 08834237     EISSN: None     Source Type: Journal    
DOI: 10.1214/ss/1015346319     Document Type: Article

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