Using a Markov chain to construct a tractable approximation of an intractable probability distribution

Scandinavian Journal of Statistics

Volumn 33, Issue 1, 2006, Pages 37-51

  Hobert, James P ^a   Jones, Galin L ^b   Robert, Christian P ^c  

^a University of Florida ^*  (United States)

^b UNIVERSITY OF MINNESOTA   (United States)

^c UNIVERSITÉ PARIS DAUPHINE   (France)

Author keywords

Burn in; Gibbs sampler; Minorization condition; Mixture representation; Monte Carlo; Regeneration; Split chain

Indexed keywords

EID: 33645047932     PISSN: 03036898     EISSN: 14679469     Source Type: Journal    
DOI: 10.1111/j.1467-9469.2006.00467.x     Document Type: Article

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