Lancaster EPrints

Markov chain Monte Carlo: some practical implications of theoretical results.

Roberts, G. O. and Rosenthal, J. S. (1998) Markov chain Monte Carlo: some practical implications of theoretical results. Canadian Journal of Statistics, 26 (1). pp. 5-31. ISSN 1708-945X

Full text not available from this repository.

Abstract

We review and discuss some recent progress in the theory of Markov-chain Monte Carlo applications, particularly oriented to applications in statistics. We attempt to assess the relevance of this theory for practical applications.

Item Type: Article
Journal or Publication Title: Canadian Journal of Statistics
Uncontrolled Keywords: Markov chain ; Monte Carlo ; MCMC ; Gibbs sampler ; Metropolis-Hastings algorithm.
Subjects: Q Science > QA Mathematics
Departments: Faculty of Science and Technology > Lancaster Environment Centre
ID Code: 19470
Deposited By: ep_ss_importer
Deposited On: 18 Nov 2008 10:08
Refereed?: Yes
Published?: Published
Last Modified: 26 Jul 2012 15:30
Identification Number:
URI: http://eprints.lancs.ac.uk/id/eprint/19470

Actions (login required)

View Item