The Michigan Mathematical Journal

Analysis of systematic scan Metropolis algorithms using Iwahori-Hecke algebra techniques.

Persi Diaconis and Arun Ram

Full-text: Open access

Article information

Source
Michigan Math. J. Volume 48, Issue 1 (2000), 157-190.

Dates
First available in Project Euclid: 23 August 2002

Permanent link to this document
http://projecteuclid.org/euclid.mmj/1030132713

Mathematical Reviews number (MathSciNet)
MR1786485

Digital Object Identifier
doi:10.1307/mmj/1030132713

Zentralblatt MATH identifier
0998.60069

Subjects
Primary: 60J10: Markov chains (discrete-time Markov processes on discrete state spaces)
Secondary: 20C08: Hecke algebras and their representations 60B15: Probability measures on groups or semigroups, Fourier transforms, factorization 60F05: Central limit and other weak theorems

Citation

Diaconis, Persi; Ram, Arun. Analysis of systematic scan Metropolis algorithms using Iwahori-Hecke algebra techniques. Michigan Math. J. 48 (2000), no. 1, 157--190. doi:10.1307/mmj/1030132713. http://projecteuclid.org/euclid.mmj/1030132713.


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