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: | , |
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| Other Authors: | |
| Format: | Article |
| Language: | English |
| Published: |
Institute of Mathematical Statistics,
2013-09-26T15:17:18Z.
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| Subjects: | |
| Online Access: | Get fulltext |