Stability of Markov chain Monte Carlo methods (to appear)

zbMATH OpenNoneMaRDI QIDQ514224

Kengo Kamatani

Publication date: 28 February 2017

Published in: SpringerBriefs in Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Monte Carlo methods (65C05) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Numerical analysis or methods applied to Markov chains (65C40)

Related Items (1)

The ODE method for stability of skip-free Markov chains with applications to MCMC

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