The Order of Degeneracy of Markov Chain Monte Carlo Method

DOI10.14490/JJSS.43.203zbMath1306.60106OpenAlexW2051718076MaRDI QIDQ2926314

Kengo Kamatani

Publication date: 23 October 2014

Published in: JOURNAL OF THE JAPAN STATISTICAL SOCIETY (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.14490/jjss.43.203

zbMATH Keywords

Monte Carlo methodBernstein-von Mises theoremprobit modelMarkov chain

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Point estimation (62F10)

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Local consistency of Markov chain Monte Carlo methods

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