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Rates of convergence for Markov chains associated with Dirichlet processes.

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

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Rates of convergence for Markov chains associated with Dirichlet processes. / Roberts, Gareth O.; Petrone, S.; Rosenthal, Jeffrey S.
In: Far East Journal of Theoretical Statistics, Vol. 4, No. 2, 12.2000, p. 207-236.

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

Harvard

Roberts, GO, Petrone, S & Rosenthal, JS 2000, 'Rates of convergence for Markov chains associated with Dirichlet processes.', Far East Journal of Theoretical Statistics, vol. 4, no. 2, pp. 207-236.

APA

Roberts, G. O., Petrone, S., & Rosenthal, J. S. (2000). Rates of convergence for Markov chains associated with Dirichlet processes. Far East Journal of Theoretical Statistics, 4(2), 207-236.

Vancouver

Roberts GO, Petrone S, Rosenthal JS. Rates of convergence for Markov chains associated with Dirichlet processes. Far East Journal of Theoretical Statistics. 2000 Dec;4(2):207-236.

Author

Roberts, Gareth O. ; Petrone, S. ; Rosenthal, Jeffrey S. / Rates of convergence for Markov chains associated with Dirichlet processes. In: Far East Journal of Theoretical Statistics. 2000 ; Vol. 4, No. 2. pp. 207-236.

Bibtex

@article{df8a1cab04b94a279a3fc50e10b1dde5,
title = "Rates of convergence for Markov chains associated with Dirichlet processes.",
abstract = "We argue that Monte Carlo algorithms are ideally suited to parallel computing, and that “parallel Monte Carlo” should be more widely used. We consider a number of issues that arise, including dealing with slow or unreliable computers. We also discuss the possibilities of parallel Markov chain Monte Carlo. We illustrate our results with actual computer experiments.",
keywords = "parallel computing, distributed computing, parallel Monte Carlo, Markov chain Monte Carlo, Gibbs sampler, Metropolis-Hastings algorithm, estimation.",
author = "Roberts, {Gareth O.} and S. Petrone and Rosenthal, {Jeffrey S.}",
year = "2000",
month = dec,
language = "English",
volume = "4",
pages = "207--236",
journal = "Far East Journal of Theoretical Statistics",
issn = "0972-0863",
number = "2",

}

RIS

TY - JOUR

T1 - Rates of convergence for Markov chains associated with Dirichlet processes.

AU - Roberts, Gareth O.

AU - Petrone, S.

AU - Rosenthal, Jeffrey S.

PY - 2000/12

Y1 - 2000/12

N2 - We argue that Monte Carlo algorithms are ideally suited to parallel computing, and that “parallel Monte Carlo” should be more widely used. We consider a number of issues that arise, including dealing with slow or unreliable computers. We also discuss the possibilities of parallel Markov chain Monte Carlo. We illustrate our results with actual computer experiments.

AB - We argue that Monte Carlo algorithms are ideally suited to parallel computing, and that “parallel Monte Carlo” should be more widely used. We consider a number of issues that arise, including dealing with slow or unreliable computers. We also discuss the possibilities of parallel Markov chain Monte Carlo. We illustrate our results with actual computer experiments.

KW - parallel computing

KW - distributed computing

KW - parallel Monte Carlo

KW - Markov chain Monte Carlo

KW - Gibbs sampler

KW - Metropolis-Hastings algorithm

KW - estimation.

M3 - Journal article

VL - 4

SP - 207

EP - 236

JO - Far East Journal of Theoretical Statistics

JF - Far East Journal of Theoretical Statistics

SN - 0972-0863

IS - 2

ER -