Markov Chain Monte Carlo (MCMC) methods have become indispensable in contemporary statistical science, enabling researchers to approximate complex probability distributions that are otherwise ...
The Annals of Statistics, Vol. 39, No. 2 (April 2011), pp. 673-701 (29 pages) The random numbers driving Markov chain Monte Carlo (MCMC) simulation are usually modeled as independent U (0, 1) random ...