On the convergence of the Markov chain simulation method

• 成果类型: Article
• 署名作者: Athreya, KB; Doss, H; Sethuraman, J
• 署名单位: University System of Ohio; Ohio State University; State University System of Florida; Florida State University; State University System of Florida; Florida State University
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• 发表日期: 1996
• 页码: 69-100
• 关键词: stochastic relaxation; distributions

摘要

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.