SU\G(𝔾)/K·U

On the convergence of the Markov chain simulation method

Krishna B. Athreya, Hani Doss, Jayaram Sethuraman

Type: Article

Publication Date: 1996-02-01

Citations: 84

DOI: https://doi.org/10.1214/aos/1033066200

Abstract

The Markov chain simulation method has been successfully used in many problems, including some that arise in Bayesian statistics. We give a self-contained proof of the convergence of this method in general state spaces under conditions that are easy to verify.

Locations

  • The Annals of Statistics - View - PDF

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