Browsing Faculty of Arts and Sciences by Keyword "convergence of stochastic processes"

Now showing items 1-1 of 1

    • Inference from Iterative Simulation Using Multiple Sequences 

      Gelman, Andrew; Rubin, Donald B. (Institute of Mathematical Statistics, 1992)
      The Gibbs sampler, the algorithm of Metropolis and similar iterative simulation methods are potentially very helpful for summarizing multivariate distributions. Used naively, however, iterative simulation can give misleading ...