On Metropolis-Hastings algorithms with delayed rejection

Metron

Volumn 59, Issue 3-4, 2001, Pages 231-241

  Mira, Antonietta ^a  

^a UNIVERSITY OF INSUBRIA   (Italy)

Author keywords

Asymptotic variance; Markov chain Monte Carlo Methods; Metropolis Hastings algorithm; Peskun ordering

Indexed keywords

EID: 84891435216     PISSN: 00261424     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (7)

1. Besag, J.E (1994) Comments on "Representations of knowledge in complex systems" by U. Grenander and M. I. Miller, Journal of the Royal Statistical Society, Series B, 56, 569-603.
2. Besag, J. and Green, P.J. (1993) Spatial Statistics and Bayesian computation, Journal of the Royal Statistical Society, Series B, 55, 25-37.
3. Green, P.J. and Mira, A. (2001) Delaying rejection in reversible jump Metropolis- Hastings, Biometrika, 88, 3, to appear.
4. Mira, A. (1998) Ordering, Slicing and Splitting Monte Carlo Markov Chains, Ph.D. thesis, School of Statistics, University of Minnesota.
5. Peskun, P.H. (1973) Optimum Monte Carlo sampling using Markov chains, Biometrika, 60, 607-612.
6. Tierney, L. (1994) Markov chains for exploring posterior distributions, Annals of Statistics, 22, 1701-1762.
7. Tierney, L. and Mira, A. (1999) Some adaptive Monte Carlo methods for Bayesian inference, Statistics in Medicine, 8, 2507-2515.