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Markov-chain monte carlo: Some practical implications of theoretical results |
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| Authors: | Gareth O Roberts Jeffrey S Rosenthal |
| Abstract: | We review and discuss some recent progress in the theory of Markov-chain Monte Carlo applications, particularly oriented to applications in statistics. We attempt to assess the relevance of this theory for practical applications. |
| Keywords: | Markov chain Monte Carlo MCMC Gibbs sampler Metropolis-Hastings algorithm |