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Selected Theoretical Topics

  • Jun S. Liu
Part of the Springer Series in Statistics book series (SSS)

Abstract

Topics in this chapter include the covariance analysis of iterative conditional sampling; the comparison of Metropolis algorithms based on Peskun’s theorem; the eigen-analysis of the independence sampler; perfect simulation, convergence diagnostics, and a theory for dynamic weighting. The interested reader is encouraged to read the related literature for more detailed analyses.

Keywords

Markov Chain Invariant Distribution Metropolis Algorithm Data Augmentation Dynamic Weighting 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media New York 2004

Authors and Affiliations

  • Jun S. Liu
    • 1
  1. 1.Department of StatisticsHarvard UniversityCambridgeUSA

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