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Parallel algorithms for Markov chain Monte Carlo methods in latent spatial Gaussian models

โœ Scribed by Matt Whiley; Simon P. Wilson


Book ID
111612257
Publisher
Springer US
Year
2004
Tongue
English
Weight
323 KB
Volume
14
Category
Article
ISSN
0960-3174

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General over-relaxation Markov chain Mon
โœ Piero Barone; Giovanni Sebastiani; Julian Stander ๐Ÿ“‚ Article ๐Ÿ“… 2001 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 128 KB

We study general over-relaxation Markov chain Monte Carlo samplers for multivariate Gaussian densities. We provide conditions for convergence based on the spectral radius of the transition matrix and on detailed balance. We illustrate these algorithms using an image analysis example.