共 42 条
[41]
2-J
[42]
Tierney L, 1998, ANN APPL PROBAB, V8, P1
Ordering and improving the performance of Monte Carlo Markov chains
被引：75
作者：
Mira, A
[1
]
机构：
[1] Univ Insubria, Dept Econ, I-21100 Varese, Italy
关键词：
asymptotic variance;
convergence ordering;
covariance ordering;
efficiency ordering;
Metropolis-Hastings algorithm;
Peskun ordering;
reversible jumps;
D O I：
10.1214/ss/1015346319
中图分类号：
O21 [概率论与数理统计];
C8 [统计学];
学科分类号：
020208 ;
070103 ;
0714 ;
摘要：
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.
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页码：340 / 350
页数：11
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