Ordering and improving Monte Carlo Markov chains performance

An overview of ordering defined on the space of Markov chains having a pre-specified distribution as their unique stationary distribution is provided. The intuition gained by studying these orderings is used to improve existing Markov chain Monte Carlo algorithms.

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Year of publication:	2002-01
Authors:	Antonietta, Mira
Institutions:	Facoltà di Economia, Università degli Studi dell'Insubria
Subject:	Asymptotic variance \| convergence ordering \| covariance ordering \| efficiency ordering \| Markov chain Monte Carlo \| Metropolis-Hastings algorithm \| Peskun ordering

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Extent:	application/pdf
Series:	Economics and Quantitative Methods.
Type of publication:	Book / Working Paper
Language:	Italian
Notes:	13 pages
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005827393