메뉴 건너뛰기




Volumn 18, Issue 4, 2008, Pages 1641-1651

An extension of Peskun and Tierney orderings to continuous time Markov chains

Author keywords

Asymptotic variance; Covariance ordering; Efficiency ordering; MCMC; Time invariance estimating equations

Indexed keywords


EID: 60149093246     PISSN: 10170405     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (23)

References (19)
  • 1
    • 0007288125 scopus 로고    scopus 로고
    • Time-invariance estimating equations
    • Baddeley, A. J. (2000). Time-invariance estimating equations. Bernoulli 6, 783-808.
    • (2000) Bernoulli , vol.6 , pp. 783-808
    • Baddeley, A.J.1
  • 2
    • 60149105771 scopus 로고    scopus 로고
    • Besag, J. E. (1994). Comments on Representations of knowledge in complex systems by U. Grenander and M. I. Miller. J. Roy. Statist. Soc. Ser. B 56, 549-603.
    • Besag, J. E. (1994). Comments on "Representations of knowledge in complex systems" by U. Grenander and M. I. Miller. J. Roy. Statist. Soc. Ser. B 56, 549-603.
  • 3
    • 0040125256 scopus 로고
    • On the functional central limit theorem and the law of the iterated logarithm for Markov processes
    • Bhattacharya, R. (1982). On the functional central limit theorem and the law of the iterated logarithm for Markov processes. Z. Wahrsch. Verw. Gebiete 60, 185-201.
    • (1982) Z. Wahrsch. Verw. Gebiete , vol.60 , pp. 185-201
    • Bhattacharya, R.1
  • 4
    • 0001297162 scopus 로고
    • Brownian dynamics as smart Monte Carlo simulation
    • Doll, J. D., Rossky, P. J. and Friedman, H. L. (1978). Brownian dynamics as smart Monte Carlo simulation. J. Chemical Physics 69, 4628-4633.
    • (1978) J. Chemical Physics , vol.69 , pp. 4628-4633
    • Doll, J.D.1    Rossky, P.J.2    Friedman, H.L.3
  • 6
    • 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
  • 8
    • 0042193001 scopus 로고    scopus 로고
    • Ordering and Improving MCMC performances
    • Mira, A. (2001). Ordering and Improving MCMC performances. Statist. Sci. 16, 340-350.
    • (2001) Statist. Sci , vol.16 , pp. 340-350
    • Mira, A.1
  • 9
    • 0004174671 scopus 로고    scopus 로고
    • Ordering Monte Carlo Markov Chains. School of Statistics University of Minnesota
    • Technical Report
    • Mira, A. and Geyer, C. J. (1999). Ordering Monte Carlo Markov Chains. School of Statistics University of Minnesota, Technical Report 632.
    • (1999) , vol.632
    • Mira, A.1    Geyer, C.J.2
  • 10
    • 68149141555 scopus 로고    scopus 로고
    • Mira, A. and Leisen, F. (2007). Covariance Ordering for discrete and continuous time Markov chain. Accepted for publication on Statist. Sinica.
    • Mira, A. and Leisen, F. (2007). Covariance Ordering for discrete and continuous time Markov chain. Accepted for publication on Statist. Sinica.
  • 11
    • 60149112047 scopus 로고    scopus 로고
    • Performance of time-invariance estimators. Department of Mathematics and Statistics, University of Western Australia (Perth, Australia)
    • Technical Report
    • Mira, A. and Baddeley, A. (2001). Performance of time-invariance estimators. Department of Mathematics and Statistics, University of Western Australia (Perth, Australia), Technical Report 15.
    • (2001) , vol.15
    • Mira, A.1    Baddeley, A.2
  • 12
    • 60149096746 scopus 로고    scopus 로고
    • Deriving Bayesian and frequentist estimators from timeinvariance estimating equations: A unifying approach (with discussion)
    • Edited by J. M. Bernardo, et al, Oxford University Press
    • Mira, A. and Baddeley, A. (2007). Deriving Bayesian and frequentist estimators from timeinvariance estimating equations: a unifying approach (with discussion). In Bayesian Statistics 8 (Edited by J. M. Bernardo, et al.), 325-348. Oxford University Press.
    • (2007) Bayesian Statistics , vol.8 , pp. 325-348
    • Mira, A.1    Baddeley, A.2
  • 13
    • 0015730787 scopus 로고
    • Optimum Monte Carlo sampling using Markov Chains
    • Peskun, P. H. (1973). Optimum Monte Carlo sampling using Markov Chains. Biometrika 60, 607-612.
    • (1973) Biometrika , vol.60 , pp. 607-612
    • Peskun, P.H.1
  • 14
    • 85132364916 scopus 로고    scopus 로고
    • Exponential convergence of Langevin diffusions and their discrete approximations
    • Roberts, G. O. and Tweedie, R. L. (1996a). Exponential convergence of Langevin diffusions and their discrete approximations. Bernoulli 2, 341-364.
    • (1996) Bernoulli , vol.2 , pp. 341-364
    • Roberts, G.O.1    Tweedie, R.L.2
  • 15
    • 33746388444 scopus 로고    scopus 로고
    • Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms
    • Roberts, G. O. and Tweedie, R. L. (1996b). Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms. Biometrika 83, 95-110.
    • (1996) Biometrika , vol.83 , pp. 95-110
    • Roberts, G.O.1    Tweedie, R.L.2
  • 16
    • 0000231847 scopus 로고    scopus 로고
    • Langevin-type models I: Diffusions with given stationary distributions and their discretizations
    • Stramer O. and Tweedie, R. L. (1999a). Langevin-type models I: Diffusions with given stationary distributions and their discretizations. Methodology and Computing in Applied Probability 1, 283-306.
    • (1999) Methodology and Computing in Applied Probability , vol.1 , pp. 283-306
    • Stramer, O.1    Tweedie, R.L.2
  • 17
    • 0000231852 scopus 로고    scopus 로고
    • Langevin-type models II: Diffusions with given stationary distributions and their discretizations
    • Stramer O. and Tweedie, R. L. (1999b). Langevin-type models II: Diffusions with given stationary distributions and their discretizations. Methodology and Computing in Applied Probability 1, 307-328.
    • (1999) Methodology and Computing in Applied Probability , vol.1 , pp. 307-328
    • Stramer, O.1    Tweedie, R.L.2
  • 18
    • 0000576595 scopus 로고
    • Markov chains for exploring posterior distributions
    • Tierney, L. (1994). Markov chains for exploring posterior distributions. Ann. Statist. 22, 1701-1762.
    • (1994) Ann. Statist , vol.22 , pp. 1701-1762
    • Tierney, L.1
  • 19
    • 0032382065 scopus 로고    scopus 로고
    • A note on Metropolis Hastings kernels for general state spaces
    • Tierney, L. (1998). A note on Metropolis Hastings kernels for general state spaces. Ann. Appl. Probab. 8, 1-9.
    • (1998) Ann. Appl. Probab , vol.8 , pp. 1-9
    • Tierney, L.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.