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Weak Convergence of Markov Chain Monte Carlo Methods and its Application to Regular Gibbs Sampler
Ergodicity Gibbs sampler Large sample theory Markov chain
2011/3/2
In this paper, we introduce the notion of efficiency (consistency) and examine some asymptotic properties ofMarkov chain Monte Carlo methods. We apply these results to the Gibbs sampler for independen...
Weak Convergence of Markov Chain Monte Carlo Methods and its Application to Regular Gibbs Sampler
Methodology (stat.ME) Statistics Theory (math.ST)
2010/12/17
In this paper, we introduce the notion of efficiency (consistency) and examine some asymptotic properties of Markov chain Monte Carlo methods. We apply these results to the Gibbs sampler for independe...
Interacting Markov chain Monte Carlo methods for solving nonlinear measure-valued equations
Markov chain Monte Carlo methods sequential Monte Carlo methods
2010/12/14
We present a new class of interacting Markov chain Monte Carlo algorithms for solving numerically discrete-time measure-valued equa-tions. The associated stochastic processes belong to the class of se...