Ordering and Improving the Performance of Monte Carlo Markov Chains
Mira, Antonietta
Statist. Sci., Tome 16 (2001) no. 2, p. 340-350 / Harvested from Project Euclid
Text on Project Euclid
PDF
Alt PDF
An overview of orderings defined on the space of Markov chains having a prespecified unique stationary distribution is given. The intuition gained by studying these orderings is used to improve existing Markov chain Monte Carlo algorithms.
Publié le : 2001-11-14
Classification:  Asymptotic variance,  convergence ordering,  covariance ordering,  efficiency ordering,  Metropolis–Hastings algorithm,  Peskun ordering,  reversible jumps 
@article{1015346319,
     author = {Mira, Antonietta},
     title = {Ordering and Improving the Performance of Monte Carlo Markov
 Chains},
     journal = {Statist. Sci.},
     volume = {16},
     number = {2},
     year = {2001},
     pages = { 340-350},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1015346319}
}

Mira, Antonietta. Ordering and Improving the Performance of Monte Carlo Markov
 Chains. Statist. Sci., Tome 16 (2001) no. 2, pp.  340-350. http://gdmltest.u-ga.fr/item/1015346319/