Selected Theoretical Topics
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.
KeywordsMarkov Chain Invariant Distribution Metropolis Algorithm Data Augmentation Dynamic Weighting
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