pith. sign in

arxiv: 1309.7754 · v1 · pith:UPR7KR7Ynew · submitted 2013-09-30 · 🧮 math.ST · math.PR· stat.TH

Some things we've learned (about Markov chain Monte Carlo)

classification 🧮 math.ST math.PRstat.TH
keywords learnedmarkovsomethingsbehaviorcarlochainchains
0
0 comments X
read the original abstract

This paper offers a personal review of some things we've learned about rates of convergence of Markov chains to their stationary distributions. The main topic is ways of speeding up diffusive behavior. It also points to open problems and how much more there is to do.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.