Ordering and Improving the Performance of Monte Carlo Markov Chains

Antonietta Mira
2001 Statistical Science  
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.
doi:10.1214/ss/1015346319 fatcat:ds6xrebxmfbufhmhoytlcvlkla