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On the applicability of regenerative simulation in Markov chain Monte Carlo |
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| Authors: | Hobert, James P. Jones, Galin L. Presnell, Brett Rosenthal, Jeffrey S. |
| Affiliation: | 1 Department of Statistics, University of Florida, Gainesville, Florida 32611, U.S.Ajhobert{at}stat.ufl.edu 2 School of Statistics, University of Minnesota, Minneapolis, Minnesota 55455, U.S.A.galin{at}stat.umn.edu 3 Department of Statistics, University of Florida, Gainesville, Florida 32611, U.S.A. presnell{at}stat.ufl.edu 4 Department of Statistics, University of Toronto, Toronto, Ontario, M5S 3G3, Canada jeff{at}math.toronto.edu |
| Abstract: | |
| Keywords: | Asymptotic standard error Burn-in Central limit theorem Geometric ergodicity Minorisation condition Slice sampler |
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