Stopping tests for Markov chain Monte-Carlo methods

DOI10.1023/A:1010003117070zbMath0957.60078OpenAlexW1487794536MaRDI QIDQ1577407

Bernard Ycart

Publication date: 4 September 2000

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1010003117070

zbMATH Keywords

cutoffconvergencestopping tests

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items (4)

Abrupt convergence and escape behavior for birth and death chains ⋮ Cut-off for \(n\)-tuples of exponentially converging processes ⋮ Central limit theorem for hitting times of functionals of Markov jump processes ⋮ Cutoff time based on generalized divergence measure

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