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Searching for efficient Markov chain Monte Carlo proposal kernels

✍ Scribed by Yang, Z.; Rodriguez, C. E.


Book ID
121446538
Publisher
National Academy of Sciences
Year
2013
Tongue
English
Weight
775 KB
Volume
110
Category
Article
ISSN
0027-8424

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Efficiency of finite state space Monte C
✍ Antonietta Mira πŸ“‚ Article πŸ“… 2001 πŸ› Elsevier Science 🌐 English βš– 85 KB

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