Markov chain Monte Carlo in conditionally Gaussian state space models
β Scribed by Carter, C.
- Book ID
- 118277748
- Publisher
- Oxford University Press
- Year
- 1996
- Tongue
- English
- Weight
- 677 KB
- Volume
- 83
- Category
- Article
- ISSN
- 0006-3444
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π SIMILAR VOLUMES
The class of ΓΏnite state space Markov chains, stationary with respect to a common pre-speciΓΏed distribution, is considered. An easy-to-check partial ordering is deΓΏned on this class. The ordering provides a su cient condition for the dominating Markov chain to be more e cient. E ciency is measured b
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