Block updating in constrained Markov chain Monte Carlo sampling

DOI10.1016/S0167-7152(98)90150-XzbMath0934.65002OpenAlexW2016296896MaRDI QIDQ1304061

Merrilee A. Hurn, Nuala A. Sheehan, Håvard Rue

Publication date: 5 October 1999

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

Full work available at URL: https://doi.org/10.1016/s0167-7152(98)90150-x

zbMATH Keywords

importance samplingMarkov chain Monte CarloIsing modelstiff constrained distributionstochastic simulation and optimization

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Probability distributions: general theory (60E05) Numerical analysis or methods applied to Markov chains (65C40) Approximations to statistical distributions (nonasymptotic) (62E17)

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Cites Work

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• On the Irreducibility of a Markov Chain Defined on a Space of Genotype Configurations by a Sampling Scheme
• Monte Carlo sampling methods using Markov chains and their applications

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