Explicit error bounds for lazy reversible Markov chain Monte Carlo.
Daniel RudolfPublished in: J. Complex. (2009)
Keyphrases
- error bounds
- markov chain monte carlo
- markov chain
- parameter estimation
- bayesian inference
- generative model
- monte carlo
- theoretical analysis
- worst case
- posterior probability
- posterior distribution
- markov chain monte carlo sampling
- state space
- particle filter
- genetic algorithm
- model selection
- data association
- probability distribution