Cutoff for samples of Markov chains

Bernard Ycart

ESAIM: Probability and Statistics (1999)

  • Volume: 3, page 89-106
  • ISSN: 1292-8100

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Ycart, Bernard. "Cutoff for samples of Markov chains." ESAIM: Probability and Statistics 3 (1999): 89-106. <http://eudml.org/doc/104259>.

@article{Ycart1999,
author = {Ycart, Bernard},
journal = {ESAIM: Probability and Statistics},
keywords = {independent Markov chains; MCMC convergence},
language = {eng},
pages = {89-106},
publisher = {EDP Sciences},
title = {Cutoff for samples of Markov chains},
url = {http://eudml.org/doc/104259},
volume = {3},
year = {1999},
}

TY - JOUR
AU - Ycart, Bernard
TI - Cutoff for samples of Markov chains
JO - ESAIM: Probability and Statistics
PY - 1999
PB - EDP Sciences
VL - 3
SP - 89
EP - 106
LA - eng
KW - independent Markov chains; MCMC convergence
UR - http://eudml.org/doc/104259
ER -

References

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  12. [12] A.W. Massey, Stochastic orderings for Markov processes on partially ordered spaces. Math. Oper. Research 12 ( 1987) 350-367. Zbl0622.60098MR888982
  13. [13] P. Mathé, Relaxation of product Markov chains on product spaces. Preprint WIAS, Berlin ( 1997). MR1646105
  14. [14] A.E. Raftery and S. Lewis, Implementing MCMC, W.R. Gilks, S.T. Richardson and D.J. Spiegelhalter, Eds., Markov Chain Monte-Carlo in practice, Chapman and Hall, London ( 1992) 115-130. Zbl0844.62101MR1397966
  15. [15] C.P. Robert, Méthodes de Monte-Carlo par chaînes de Markov. Economica, Paris ( 1996). Zbl0917.60007MR1419096
  16. [16] L. Saloff-Coste, Lectures on finite Markov chains, P. Bernard, Ed., Ecole d'été de probabilités de Saint-Flour XXVI, Springer-Verlag, New York, Lecture Notes in Math. 1664 ( 1997) 301-413. Zbl0885.60061MR1490046

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