A pathological MCMC algorithm and its use as a benchmark for convergence assessment technique chains

zbMATH Open0926.65006MaRDI QIDQ1297845

V. Pereyra

Publication date: 14 September 1999

Published in: Computational Statistics (Search for Journal in Brave)

zbMATH Keywords

Monte Carlo simulationbeta distributionconvergence controlMarkov chain Monte Carlo (MCMC) algorithmsMetropolis-type algorithm

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Continuous-time Markov processes on discrete state spaces (60J27) Complexity and performance of numerical algorithms (65Y20) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)

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