Ordering and Improving the Performance of Monte Carlo Markov Chains
Open Access
- 1 November 2001
- journal article
- Published by Institute of Mathematical Statistics in Statistical Science
- Vol. 16 (4), 340-350
- https://doi.org/10.1214/ss/1015346319
Abstract
An overview of orderings defined on the space of Markov chains having a prespecified unique stationary distribution is given. The intuition gained by studying these orderings is used to improve existing Markov chain Monte Carlo algorithms.Keywords
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