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PAC

Information Center for Mathematical Science

PAC

Some things we've learned (about Markov chain Monte Carlo)
Author PERSI DIACONIS (Stanford University)
Homepage Url http://www-stat.stanford.edu/~cgates/PERSI/year.html
Abstract This paper o ers a personal review of some things we've learned about rates of convergence of Markov chains to their stationary distributions. The main topic is ways of speeding up di usive behavior. It also points to open problems and how much more there is to do.
Abstract Url http://www-stat.stanford.edu/~cgates/PERSI/papers/somethings.pdf