ODE methods for Markov chain stability with applications to MCMC.

Gersende Fort Eric Moulines Sean P. Meyn Pierre Priouret

Published in: VALUETOOLS (2006)

Keyphrases

markov chain
monte carlo method
steady state
monte carlo simulation
finite state
gibbs sampling
markov process
monte carlo
transition probabilities
markov chain monte carlo
state space
stationary distribution
weighted sums
probabilistic model
markov random field
missing values