On the computational complexity of MCMC-based estimators in large samples
In this paper we examine the implications of the statistical large sample theory for the computational complexity of Bayesian and quasi-Bayesian estimation carried out using Metropolis random walks. Our analysis is motivated by the Laplace-Bernstein-Von Mises central limit theorem, which states that...
Main Authors: | , |
---|---|
Other Authors: | |
Format: | Article |
Language: | English |
Published: |
Institute of Mathematical Statistics,
2013-09-26T15:17:18Z.
|
Subjects: | |
Online Access: | Get fulltext |