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

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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:

Journal Article

Journal or Publication Title:

Canadian Journal of Statistics

Uncontrolled Keywords:

/dk/atira/pure/subjectarea/asjc/2600/2613

Subjects:

?? markov chainmonte carlomcmcgibbs samplermetropolis-hastings algorithm.statistics and probabilitystatistics, probability and uncertaintyqa 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:

15 Jul 2024 09:44

URI:

https://eprints.lancs.ac.uk/id/eprint/19470