Discretization and MCMC Convergence Assessment

by Christian P. Robert

The exponential increase in the use of MCMC methods and the corre- sponding applications in domains of even higher complexity have caused a growing concern about the available convergence assessment methods and the realization that some of these methods were not reliable enough for all-purpose analyses. Some researchers have mainly focussed on the con- vergence to stationarity and the estimation of rates of convergence, in rela- tion with the eigenvalues...

• Format: Paperback
• Language: English
• ISBN: 0387985913
• ISBN13: 9780387985916
• Release Date: August 1998
• Publisher: Springer
• Length: 192 Pages
• Weight: 0.66 lbs.
• Dimensions: 0.4" x 6.1" x 9.2"