Markov chains for exploring posterior distributions. (With discussion)
type: Item
instance of: scholarly article
title: Markov chains for exploring posterior distributions. (With discussion)
zbMATH Open document ID: 0829.62080
author: Luke Tierney
published in: The Annals of Statistics
publication date: 1996-01-24T00:00:00Z
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 60J27
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 60J05
zbMATH DE Number: 788284
zbMATH Keywords: Monte Carlo
zbMATH Keywords: Metropolis-Hastings algorithm
zbMATH Keywords: Gibbs sampler
zbMATH Keywords: Metropolis algorithm
zbMATH Keywords: hybrid algorithms
zbMATH Keywords: general state space Markov chains
zbMATH Keywords: convergence rates
zbMATH Keywords: laws of large numbers
zbMATH Keywords: central limit theorems
zbMATH Keywords: simulation methodology
zbMATH Keywords: variance reduction
zbMATH Keywords: choice of sample size
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aos/1176325750
OpenAlex ID: W2136796925
DOI: 10.1214/AOS/1176325750
description: scientific article; zbMATH DE number 788284