Markov Chains and De‐initializing Processes
- 1 September 2001
- journal article
- Published by Wiley in Scandinavian Journal of Statistics
- Vol. 28 (3) , 489-504
- https://doi.org/10.1111/1467-9469.00250
Abstract
We define a notion of de‐initializing Markov chains. We prove that to analyse convergence of Markov chains to stationarity, it suffices to analyse convergence of a de‐initializing chain. Applications are given to Markov chain Monte Carlo algorithms and to convergence diagnostics.Keywords
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