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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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Markov chain Monte Carlo: some practical implications of theoretical results. / Roberts, G. O.; Rosenthal, J. S.
In: Canadian Journal of Statistics, Vol. 26, No. 1, 1998, p. 5-31.

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

Harvard

Roberts, GO & Rosenthal, JS 1998, 'Markov chain Monte Carlo: some practical implications of theoretical results.', Canadian Journal of Statistics, vol. 26, no. 1, pp. 5-31. <http://archimede.mat.ulaval.ca/rcs/cgi-rcs/recherche.cgi?soumettre=Afficher&cote=260102&nbre=1>

APA

Roberts, G. O., & Rosenthal, J. S. (1998). Markov chain Monte Carlo: some practical implications of theoretical results. Canadian Journal of Statistics, 26(1), 5-31. http://archimede.mat.ulaval.ca/rcs/cgi-rcs/recherche.cgi?soumettre=Afficher&cote=260102&nbre=1

Vancouver

Roberts GO, Rosenthal JS. Markov chain Monte Carlo: some practical implications of theoretical results. Canadian Journal of Statistics. 1998;26(1):5-31.

Author

Roberts, G. O. ; Rosenthal, J. S. / Markov chain Monte Carlo: some practical implications of theoretical results. In: Canadian Journal of Statistics. 1998 ; Vol. 26, No. 1. pp. 5-31.

Bibtex

@article{9b8ece0dd60a49328e11125c9efe11d1,
title = "Markov chain Monte Carlo: some practical implications of theoretical results.",
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.",
keywords = "Markov chain, Monte Carlo, MCMC, Gibbs sampler, Metropolis-Hastings algorithm.",
author = "Roberts, {G. O.} and Rosenthal, {J. S.}",
year = "1998",
language = "English",
volume = "26",
pages = "5--31",
journal = "Canadian Journal of Statistics",
issn = "1708-945X",
publisher = "Statistical Society of Canada",
number = "1",

}

RIS

TY - JOUR

T1 - Markov chain Monte Carlo: some practical implications of theoretical results.

AU - Roberts, G. O.

AU - Rosenthal, J. S.

PY - 1998

Y1 - 1998

N2 - 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.

AB - 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.

KW - Markov chain

KW - Monte Carlo

KW - MCMC

KW - Gibbs sampler

KW - Metropolis-Hastings algorithm.

M3 - Journal article

VL - 26

SP - 5

EP - 31

JO - Canadian Journal of Statistics

JF - Canadian Journal of Statistics

SN - 1708-945X

IS - 1

ER -