Subsampling the Gibbs sampler: variance reduction
type: Item
instance of: scholarly article
title: Subsampling the Gibbs sampler: variance reduction
zbMATH Open document ID: 0979.62013
DOI: 10.1016/S0167-7152(99)00142-X
author: Steven N. MacEachern
author: Mario Peruggia
published in: Statistics \& Probability Letters
publication date: 2002-02-18T00:00:00Z
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 65C40
zbMATH DE Number: 1428611
zbMATH Keywords: efficiency
zbMATH Keywords: estimation
zbMATH Keywords: Markov chains
zbMATH Keywords: Monte Carlo
zbMATH Keywords: stationary time series
MaRDI profile type: Publication
cites work: Q4272783
cites work: Bayesian computation and stochastic systems. With comments and reply.
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cites work: Markov chains and stochastic stability
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cites work: Markov chains for exploring posterior distributions. (With discussion)
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description: scientific article; zbMATH DE number 1428611