scientific article; zbMATH DE number 5586081

zbMath1168.62073MaRDI QIDQ5323632

Antonietta Mira, Fabrizio Leisen

Publication date: 23 July 2009

Full work available at URL: http://www3.stat.sinica.edu.tw/statistica/J19N2/j19n213/j19n213.html

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zbMATH Keywords

efficiencyasymptotic varianceMCMCtime-invariant estimating equations

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Inequalities; stochastic orderings (60E15) Markov processes: estimation; hidden Markov models (62M05) Numerical analysis or methods applied to Markov chains (65C40)

Related Items (7)

Accelerating reversible Markov chains ⋮ A note on variance bounding for continuous time Markov chains ⋮ Importance sampling correction versus standard averages of reversible MCMCs in terms of the asymptotic variance ⋮ Comparison of hit-and-run, slice sampler and random walk Metropolis ⋮ Minimising MCMC variance via diffusion limits, with an application to simulated tempering ⋮ The variance constant for continuous-time level dependent quasi-birth-and-death processes ⋮ A Metropolis-class sampler for targets with non-convex support

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