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Rates of convergence for Markov chains associated with Dirichlet processes.

Roberts, Gareth O. and Petrone, S. and Rosenthal, Jeffrey S. (2000) Rates of convergence for Markov chains associated with Dirichlet processes. Far East Journal of Theoretical Statistics, 4 (2). pp. 207-236. ISSN 0972-0863

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Abstract

We argue that Monte Carlo algorithms are ideally suited to parallel computing, and that “parallel Monte Carlo” should be more widely used. We consider a number of issues that arise, including dealing with slow or unreliable computers. We also discuss the possibilities of parallel Markov chain Monte Carlo. We illustrate our results with actual computer experiments.

Item Type: Article
Journal or Publication Title: Far East Journal of Theoretical Statistics
Uncontrolled Keywords: parallel computing ; distributed computing ; parallel Monte Carlo ; Markov chain Monte Carlo ; Gibbs sampler ; Metropolis-Hastings algorithm ; estimation.
Subjects: Q Science > QA Mathematics
Departments: Faculty of Science and Technology > Lancaster Environment Centre
ID Code: 19366
Deposited By: ep_ss_importer
Deposited On: 17 Nov 2008 17:00
Refereed?: Yes
Published?: Published
Last Modified: 26 Jul 2012 15:28
Identification Number:
URI: http://eprints.lancs.ac.uk/id/eprint/19366

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