Simple conditions for the convergence of the Gibbs sampler and Metropolis-Hastings algorithms - Concepedia

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Simple conditions for the convergence of the Gibbs sampler and Metropolis-Hastings algorithms

353

Citations

13

References

1994

Year

Gareth O. Roberts, A. F. M. Smith

Stochastic Processes and their Applications

Metropolis-hastings AlgorithmsEngineeringGibbs MeasureEntropyMarkov KernelStatistical InferenceMarkov Chain Monte CarloGibbs SamplerMonte Carlo SamplingSequential Monte CarloSimple ConditionsStatistics

References

	Year	Citations

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