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Markov chain Monte Carlo: some practical implications of theoretical results.

Research output: Contribution to Journal/Magazine › Journal article › peer-review

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  • G. O. Roberts
  • J. S. Rosenthal
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<mark>Journal publication date</mark>1998
<mark>Journal</mark>Canadian Journal of Statistics
Issue number1
Volume26
Number of pages27
Pages (from-to)5-31
Publication StatusPublished
<mark>Original language</mark>English

Abstract

We review and discuss some recent progress in the theory of Markov-chain Monte Carlo applications, particularly oriented to applications in statistics. We attempt to assess the relevance of this theory for practical applications.