Bayes Reading Group:Charles Margossian [CCM]

Friday Jul 28, 2023, 11:00 AM → 12:00 PM America/New_York

3rd Floor Conference Room/3-Flatiron Institute (162 5th Avenue)

Speaker: Charles Margossian  (CCM)

 

Topic: Antonietta Mira. "Ordering and Improving the Performance of Monte Carlo Markov Chains." Statist. Sci.16 (4) 340 - 350, November 2001

 

Link: https://projecteuclid.org/journals/statistical-science/volume-16/issue-4/Ordering-and-Improving-the-Performance-of-Monte-Carlo-Markov-Chains/10.1214/ss/1015346319.full

Abstract: An overview of orderings defined on the space of Markov chains having a prespecified unique stationary distribution is given. The intuition gained by studying these orderings is used to improve existing Markov chain Monte Carlo algorithms.