Discretization and MCMC convergence assessment /

This monograph proposes several approaches to convergence monitoring for MCMC algorithms which are centered on the theme of discrete Markov chains. After a short introduction to MCMC methods, including recent developments like perfect simulation and Langevin Metropolis-Hastings algorithms, and to th...

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Bibliographic Details

Corporate Author:	SpringerLink (Online service)
Other Authors:	Robert, Christian P., 1961-
Format:	eBook
Language:	English
Published:	New York : Springer, [1998]
Series:	Lecture notes in statistics (Springer-Verlag) ; v. 135.
Subjects:	Convergence. Markov processes. Monte Carlo method. Electronic books.
Online Access:	Connect to the full text of this electronic book