Monte Carlo methods for improper target distributions
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Publication:485919
DOI10.1214/14-EJS969zbMath1309.65003WikidataQ60521559 ScholiaQ60521559MaRDI QIDQ485919
Krishna B. Athreya, Vivekananda Roy
Publication date: 14 January 2015
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ejs/1419258190
Markov chainsimportance samplingnull recurrenceMCMCimproper posteriorratio limit theoremregenerative sequence
Monte Carlo methods (65C05) Sums of independent random variables; random walks (60G50) Inference from stochastic processes (62M99)
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Cites Work
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