Convergence assessment techniques for Markov chain Monte Carlo

被引：0
|
作者：
STEPHEN P. BROOKS
GARETH O. ROBERTS
机构：
[1] University of Bristol,School of Mathematics
[2] University Walk,Department of Maths and Statistics
[3] University of Leicester,undefined
来源：
Statistics and Computing | 1998年 / 8卷
关键词：
MCMC; Gibbs Sampler; Metropolis Hastings; Convergence Rate;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
MCMC methods have effectively revolutionised the field of Bayesian statistics over the past few years. Such methods provide invaluable tools to overcome problems with analytic intractability inherent in adopting the Bayesian approach to statistical modelling.
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收藏
页码：319 / 335
页数：16
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