[PDF.09qp] Stability of Markov Chain Monte Carlo Methods (SpringerBriefs in Statistics)

Stability of Markov Chain Monte Carlo Methods (SpringerBriefs in Statistics)

[PDF.ql30] Stability of Markov Chain Monte Carlo Methods (SpringerBriefs in Statistics)

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 |  2019-01-20 | Original language:English | PDF # 1 |  9.30 x.0 x6.10l,.0 | File type: PDF | 120 pages

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This book presents modern techniques for the analysis of Markov chain Monte Carlo (MCMC) methods. A central focus is the study of the number of iteration of MCMC and the relation to some indices, such as the number of observation, or the number of dimension of the parameter space. The approach in this book is based on the theory of convergence of probability measures for two kinds of randomness: observation randomness and simulation randomness. This method provides in pa...

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