A mixture representation of π with applications in Markov chain Monte Carlo and perfect sampling

Annals of Applied Probability

Volumn 14, Issue 3, 2004, Pages 1295-1305

  Hubert, James P ^a,c   Robert, Christian P ^b  

^a UNIVERSITY OF FLORIDA   (United States)

^b UNIVERSITÉ PARIS DAUPHINE   (France)

^c University of Florida ^*  (United States)

Author keywords

Burn in; Drift condition; Geometric ergodicity; Kac's theorem; Minorization condition; Multigamma Coupler; Read Once CFTP; Regeneration; Split chain

Indexed keywords

EID: 9744242175     PISSN: 10505164     EISSN: 10505164     Source Type: Journal    
DOI: 10.1214/105051604000000305     Document Type: Article

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