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Discretization and MCMC convergence assessment /

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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
Table of Contents:
  • Markov Chain Monte Carlo Methods
  • Convergence Control of MCMC Algorithms
  • Linking Discrete and Continuous Chains
  • Valid Discretization via Renewal Theory
  • Control by the Central Limit Theorem
  • Convergence Assessment in Latent Variable Models: DNA Applications
  • Convergence Assessment in Latent Variable Models: Application to the Longitudinal Modelling of a Marker of HIV Progression
  • Estimation of Exponential Mixtures.