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

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

Persi Diaconis

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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.

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

First available in Project Euclid: 27 August 2013

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Markov chains nonreversible chains rates of convergence


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

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