Identification of Regeneration Times in MCMC Simulation, With Application to Adaptive Schemes
نویسندگان
چکیده
منابع مشابه
Identification of Regeneration Times in MCMC Simulation, with Application to Adaptive Schemes
Regeneration is a useful tool in Markov chain Monte Carlo simulation because it can be used to side-step the burn-in problem and to construct better estimates of the variance of parameter estimates themselves. It also provides a simple way to introduce adaptive behavior into a Markov chain, and to use parallel processors to build a single chain. Regeneration is often difficult to take advantage...
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ژورنال
عنوان ژورنال: Journal of Computational and Graphical Statistics
سال: 2005
ISSN: 1061-8600,1537-2715
DOI: 10.1198/106186005x47453