Subsampling the Gibbs sampler: variance reduction

DOI10.1016/S0167-7152(99)00142-XzbMath0979.62013MaRDI QIDQ1975358

Steven N. MacEachern, Mario Peruggia

Publication date: 18 February 2002

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

zbMATH Keywords

estimationMarkov chainsMonte Carloefficiencystationary time series

Mathematics Subject Classification ID

Bayesian inference (62F15) Numerical analysis or methods applied to Markov chains (65C40)

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Cites Work

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• Markov chains and stochastic stability
• Convergence control methods for Markov chain Monte Carlo algorithms
• Bayesian computation and stochastic systems. With comments and reply.
• Markov chains for exploring posterior distributions. (With discussion)
• Sampling-Based Approaches to Calculating Marginal Densities

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