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An Efficient Markov Chain Monte Carlo Method for Distributions with Intractable Normalising Constants

✍ Scribed by J. Møller, A. N. Pettitt, R. Reeves and K. K. Berthelsen


Book ID
124304932
Publisher
Oxford University Press
Year
2006
Tongue
English
Weight
1005 KB
Volume
93
Category
Article
ISSN
0006-3444

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We describe a quasi-Monte Carlo method for the simulation of discrete time Markov chains with continuous multi-dimensional state space. The method simulates copies of the chain in parallel. At each step the copies are reordered according to their successive coordinates. We prove the convergence of t