[Practical Markov Chain Monte Carlo]: Comment: One Long Run with Diagnostics: Implementation Strategies for Markov Chain Monte Carlo
نویسندگان
چکیده
منابع مشابه
Markov Chain Monte Carlo
Markov chain Monte Carlo is an umbrella term for algorithms that use Markov chains to sample from a given probability distribution. This paper is a brief examination of Markov chain Monte Carlo and its usage. We begin by discussing Markov chains and the ergodicity, convergence, and reversibility thereof before proceeding to a short overview of Markov chain Monte Carlo and the use of mixing time...
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ژورنال
عنوان ژورنال: Statistical Science
سال: 1992
ISSN: 0883-4237
DOI: 10.1214/ss/1177011143