On the computational complexity of MCMC-based estimators in large samples

Annals of Statistics

Volumn 37, Issue 4, 2009, Pages 2011-2055

  Belloni, Alexandre ^a   Chernozhukov, Victor ^b  

^a DUKE UNIVERSITY   (United States)

^b MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

Bayesian; Computational complexity; Increasing dimension; Markov chain monte carlo

Indexed keywords

EID: 68649092316     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/08-AOS634     Document Type: Article

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