메뉴 건너뛰기




Volumn 19, Issue 2, 2009, Pages 651-666

Covariance ordering for discrete and continuous time Markov chains

Author keywords

Asymptotic variance; Efficiency ordering; MCMC; Timeinvariance estimating equations

Indexed keywords


EID: 68149141555     PISSN: 10170405     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (12)

References (24)
  • 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
    • 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. Verm. Gebiete 60, 185-201.
    • (1982) Z. Wahrsch. Verm. Gebiete , vol.60 , pp. 185-201
    • Bhattacharya, R.1
  • 3
    • 0013414824 scopus 로고    scopus 로고
    • Springer Verlag, New York
    • Bremaud, P. (1998). Markov Chains. Springer Verlag, New York.
    • (1998) Markov Chains
    • Bremaud, P.1
  • 4
    • 0000576596 scopus 로고
    • Discussion of the paper of Tierney: Markov chains for exploring posterior distributions
    • Chan, K. S. and Geyer, C. (1994). Discussion of the paper of Tierney: Markov chains for exploring posterior distributions. Ann. Statist. 22, 1747-1758.
    • (1994) Ann. Statist , vol.22 , pp. 1747-1758
    • Chan, K.S.1    Geyer, C.2
  • 8
    • 0001488656 scopus 로고
    • The central limit theorem for stationary Markov processes
    • Gordin, M. I. and Lifsic, B. A. (1978). The central limit theorem for stationary Markov processes. Soviet Mathematics Doklady 19, 392-394.
    • (1978) Soviet Mathematics Doklady , vol.19 , pp. 392-394
    • Gordin, M.I.1    Lifsic, B.A.2
  • 9
    • 34547835365 scopus 로고    scopus 로고
    • A theoretical comparison of the data augmentation, marginal augmentation and PX-DA algorithms
    • Hobert, J. P. and Marchev, D. (2008). A theoretical comparison of the data augmentation, marginal augmentation and PX-DA algorithms. Ann. Statist. 32, 532-554.
    • (2008) Ann. Statist , vol.32 , pp. 532-554
    • Hobert, J.P.1    Marchev, D.2
  • 10
    • 34250130646 scopus 로고
    • Central limit theorem for additive functionals of reversible Markov processes and applications to simple exclusions
    • Kipnis, C. and Varadhan, S. R. S. (1986). Central limit theorem for additive functionals of reversible Markov processes and applications to simple exclusions. Commun. Math. Phys. 104, 1-19.
    • (1986) Commun. Math. Phys , vol.104 , pp. 1-19
    • Kipnis, C.1    Varadhan, S.R.S.2
  • 12
    • 0002632609 scopus 로고
    • On a theorem by Lowner and its connections with resolvents of selfadjoint transformations
    • Koranyi, A. (1956). On a theorem by Lowner and its connections with resolvents of selfadjoint transformations. Acta Scientiarum Mathematicarum 7, 63-70.
    • (1956) Acta Scientiarum Mathematicarum , vol.7 , pp. 63-70
    • Koranyi, A.1
  • 13
    • 60149093246 scopus 로고    scopus 로고
    • An extension of Peskun and Tierney orderings to continuous time Markov chains
    • Leisen, F. and Mira, A. (2008). An extension of Peskun and Tierney orderings to continuous time Markov chains. Statist. Sinica 18, 1641-1651.
    • (2008) Statist. Sinica , vol.18 , pp. 1641-1651
    • Leisen, F.1    Mira, A.2
  • 14
    • 0442309501 scopus 로고    scopus 로고
    • Parameter expansion for data augmentation
    • Liu, J. S. and Wu, Y. N. (1999). Parameter expansion for data augmentation. J. Amer. Statist. Assoc. 94, 1264-1274.
    • (1999) J. Amer. Statist. Assoc , vol.94 , pp. 1264-1274
    • Liu, J.S.1    Wu, Y.N.2
  • 15
    • 34250967722 scopus 로고
    • Über monotone matrixfunktionen.
    • Löwner, K. (1934). Über monotone matrixfunktionen. Mathematische Zeitschrift 38, 177-216.
    • (1934) Mathematische Zeitschrift , vol.38 , pp. 177-216
    • Löwner, K.1
  • 16
    • 0000761884 scopus 로고    scopus 로고
    • Seeking efficient data augmentation schemes via conditional and marginal augmentation
    • Meng, X. L. and van Dyk, D. A. (1999). Seeking efficient data augmentation schemes via conditional and marginal augmentation. Biometrika 86, 301-320.
    • (1999) Biometrika , vol.86 , pp. 301-320
    • Meng, X.L.1    van Dyk, D.A.2
  • 17
    • 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
  • 18
    • 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
  • 19
    • 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
  • 20
    • 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
  • 22
    • 84950758368 scopus 로고
    • The calculation of posterior distributions by data augmentation (with discussion)
    • Tanner, M. A. and Wong, W. H. (1987). The calculation of posterior distributions by data augmentation (with discussion). J. Amer. Statist. Assoc. 82, 528-550.
    • (1987) J. Amer. Statist. Assoc , vol.82 , pp. 528-550
    • Tanner, M.A.1    Wong, W.H.2
  • 23
    • 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
  • 24
    • 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.