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September 2013 Some things we’ve learned (about Markov chain Monte Carlo)
Persi Diaconis
Bernoulli 19(4): 1294-1305 (September 2013). DOI: 10.3150/12-BEJSP09

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.

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Persi Diaconis. "Some things we’ve learned (about Markov chain Monte Carlo)." Bernoulli 19 (4) 1294 - 1305, September 2013. https://doi.org/10.3150/12-BEJSP09

Information

Published: September 2013
First available in Project Euclid: 27 August 2013

zbMATH: 06216077
MathSciNet: MR3102552
Digital Object Identifier: 10.3150/12-BEJSP09

Keywords: Markov chains , nonreversible chains , rates of convergence

Rights: Copyright © 2013 Bernoulli Society for Mathematical Statistics and Probability

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Vol.19 • No. 4 • September 2013
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