Efficient MCMC estimation of discrete distributions

DOI10.1016/j.csda.2004.07.022zbMath1429.62025OpenAlexW2114755877MaRDI QIDQ957279

Chuanhai Liu, Faming Liang

Publication date: 26 November 2008

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2004.07.022

zbMATH Keywords

Markov chain Monte Carlotransition matrixfrequency estimatorequation solving estimator

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Numerical analysis or methods applied to Markov chains (65C40)

Related Items

Equation-solving estimator based on the general n-step MHDR algorithm

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