## Bernoulli

• Bernoulli
• Volume 19, Number 4 (2013), 1294-1305.

### Some things we’ve learned (about Markov chain Monte Carlo)

Persi Diaconis

#### Abstract

This paper offers a personal review of some things we’ve learned about rates of convergence of Markov chains to their stationary distributions. The main topic is ways of speeding up diffusive behavior. It also points to open problems and how much more there is to do.

#### Article information

Source
Bernoulli, Volume 19, Number 4 (2013), 1294-1305.

Dates
First available in Project Euclid: 27 August 2013

https://projecteuclid.org/euclid.bj/1377612852

Digital Object Identifier
doi:10.3150/12-BEJSP09

Mathematical Reviews number (MathSciNet)
MR3102552

Zentralblatt MATH identifier
06216077

#### Citation

Diaconis, Persi. Some things we’ve learned (about Markov chain Monte Carlo). Bernoulli 19 (2013), no. 4, 1294--1305. doi:10.3150/12-BEJSP09. https://projecteuclid.org/euclid.bj/1377612852

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