Abstract
Topics in this chapter include the covariance analysis of iterative conditional sampling; the comparison of Metropolis algorithms based on Peskun’s theorem; the eigen-analysis of the independence sampler; perfect simulation, convergence diagnostics, and a theory for dynamic weighting. The interested reader is encouraged to read the related literature for more detailed analyses.
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© 2004 Springer Science+Business Media New York
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Liu, J.S. (2004). Selected Theoretical Topics. In: Monte Carlo Strategies in Scientific Computing. Springer Series in Statistics. Springer, New York, NY. https://doi.org/10.1007/978-0-387-76371-2_13
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DOI: https://doi.org/10.1007/978-0-387-76371-2_13
Publisher Name: Springer, New York, NY
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