Mixing of MCMC algorithms

Holden, L

Holden, L (reprint author), Norwegian Comp Ctr, PB 114 Blindern, N-0314 Oslo, Norway.

JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 2019; 89 (12): 2261

Abstract

We analyse MCMC chains focusing on how to find simulation parameters that give good mixing for discrete time, Harris ergodic Markov chains on a genera......

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