Studying Convergence of Markov Chain Monte Carlo Algorithms Using Coupled Sample Paths

DOI10.2307/2291391zbMath0870.62024OpenAlexW4235278917MaRDI QIDQ3128655

Valen E. Johnson

Publication date: 18 September 1997

Full work available at URL: https://doi.org/10.2307/2291391

zbMATH Keywords

growth ratesIsing modelsconvergence propertiesquadratureMetropolis-Hasting algorithmGibbs samplerscoupled chainsMarkov chain Monte Carlo sampling schemesmixtures of bivariate normal distributionsmultimodal posteriors

Mathematics Subject Classification ID

Bayesian inference (62F15) Probabilistic methods, stochastic differential equations (65C99)

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