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Ordering and improving the performance of Monte Carlo Markov chains (2001)
| Content Provider | CiteSeerX |
|---|---|
| Author | Mira, Antonietta |
| Abstract | Abstract. An overview of orderings defined on the space of Markov chains having a prespecified unique stationary distribution is given. The intuition gained by studying these orderings is used to improve existing Markov chain Monte Carlo algorithms. Key words and phrases: Asymptotic variance, convergence ordering, |
| File Format | |
| Journal | Statistical Science |
| Language | English |
| Publisher Date | 2001-01-01 |
| Access Restriction | Open |
| Subject Keyword | Monte Carlo Markov Chain Asymptotic Variance Prespecified Unique Stationary Distribution Markov Chain Monte Carlo Algorithm Key Word Convergence Ordering Markov Chain |
| Content Type | Text |
| Resource Type | Article |