General over-relaxation Markov chain Monte Carlo algorithms for Gaussian densities

DOI10.1016/S0167-7152(00)00165-6zbMath0987.60087WikidataQ61719223 ScholiaQ61719223MaRDI QIDQ5937057

Piero Barone, Giovanni Sebastiani, Julian Stander

Publication date: 10 June 2002

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

rate of convergencespectral radiusblockingimage analysis

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22)

Related Items (2)

Zero variance differential geometric Markov chain Monte Carlo algorithms ⋮ Zero variance Markov chain Monte Carlo for Bayesian estimators

Cites Work

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• Over-relaxation methods and coupled Markov chains for Monte Carlo simulation
• Stochastic models, statistical methods, and algorithms in image analysis. Proceedings of the special year on image analysis, held in Rome, Italy, 1990
• Bayesian computation and stochastic systems. With comments and reply.
• Improving Stochastic Relaxation for Gussian Random Fields

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