Regenerative Markov Chain Monte Carlo for Any Distribution
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Publication:3168385
DOI10.1080/03610918.2011.615433zbMath1254.65011OpenAlexW2058798910MaRDI QIDQ3168385
David D. L. Minh, Do Le Minh (Paul), Andrew L. Nguyen
Publication date: 30 October 2012
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2011.615433
Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)
Related Items (6)
Bayesian networks: regenerative Gibbs samplings ⋮ Bayesian networks: generating independent samples ⋮ Regeneration-enriched Markov processes with application to Monte Carlo ⋮ Layer Sampling ⋮ Regenerative Markov Chain Importance Sampling ⋮ Understanding the Hastings Algorithm
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