Hastings-Metropolis algorithms and reference measures

DOI10.1016/S0167-7152(98)00040-6zbMath0910.60077MaRDI QIDQ1265984

Pei-de Chen

Publication date: 25 April 1999

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

reference measureHastings-Metropolis algorithm

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

Cites Work

• Unnamed Item
• Markov chains and stochastic stability
• A note on Metropolis-Hastings kernels for general state spaces
• Markov chains for exploring posterior distributions. (With discussion)
• Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms
• Equation of State Calculations by Fast Computing Machines
• Monte Carlo sampling methods using Markov chains and their applications

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