Re: Metropolis sampler

Article View: sci.math.stat

Article #844

#844

From: Charles Geyer
Date: Sat, 09 Jan 1993 15:54

18 lines
1225 bytes

In article <1993Jan8.232157.1897@news2.cis.umn.edu> I wrote:

> The right question is how fast does the sampler mix.  This is discussed in
> the current issue of Statistical Science in papers by Gelman and Rubin and
> by myself with comments by about 10 discussants.

And I should have added the three discussion papers by Smith and Roberts, by
Besag and Green, and by Gilks, Clayton, Spiegelhalter, Best, McNeil, Sharples,
and Kirby in the next issue of JRSS B.  There are also about 20 discussants
there.

Lots of reading on Markov chain Monte Carlo.

-- 
Charles Geyer
School of Statistics
University of Minnesota
charlie@umnstat.stat.umn.edu

Technical Details

Message-ID: <1993Jan9.155449.8821@news2.cis.umn.edu>

Path: arc1-ca.pugleaf.net!sparky!uunet!think.com!spool.mu.edu!umn.edu!charlie

References: <1993Jan7.120831.11046@cs.kuleuven.ac.be> <1993Jan8.232157.1897@news2.cis.umn.edu>

Show Full Headers

Complete Article Headers

Newsgroups: sci.math.stat
Path: arc1-ca.pugleaf.net!sparky!uunet!think.com!spool.mu.edu!umn.edu!charlie
From: charlie@umnstat.stat.umn.edu (Charles Geyer)
Subject: Re: Metropolis sampler
Message-ID: <1993Jan9.155449.8821@news2.cis.umn.edu>
Keywords: Metropolis sampler
Sender: news@news2.cis.umn.edu (Usenet News Administration)
Nntp-Posting-Host: isles.stat.umn.edu
Organization: School of Statistics, University of Minnesota
References: <1993Jan7.120831.11046@cs.kuleuven.ac.be> <1993Jan8.232157.1897@news2.cis.umn.edu>
Date: Sat, 9 Jan 1993 15:54:49 GMT
Lines: 18

Reply to Parent Message