An Extension of the Metropolis Algorithm

DOI10.1081/STA-200052116zbMath1065.60099MaRDI QIDQ4678836

Samuel S. Wu, Martin T. Wells

Publication date: 23 May 2005

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

zbMATH Keywords

rate of convergenceMarkov chain Monte Carloaccelerationvariance reductionMetropolis algorithmrisk domination

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) General considerations in statistical decision theory (62C05)

Cites Work

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