scholarly journals Markov Chain Monte Carlo Estimation of the Law of the Mean of a Dirichlet Process

Bernoulli ◽  
2001 ◽  
Vol 7 (4) ◽  
pp. 573 ◽  
Author(s):  
Alessandra Guglielmi ◽  
Richard L. Tweedie
Keyword(s):  
Monte Carlo ◽  
Markov Chain ◽  
Markov Chain Monte Carlo ◽  
Dirichlet Process ◽  
The Mean ◽  
Monte Carlo Estimation ◽  
The Law

THE MEAN WAITING TIME FOR A PATTERN

1999 ◽  
Vol 13 (1) ◽  
pp. 1-9 ◽  
Author(s):  
Sheldon M. Ross
Keyword(s):  
Monte Carlo ◽  
Markov Chain ◽  
Markov Chain Monte Carlo ◽  
Waiting Time ◽  
Random Variables ◽  
Upper Bounds ◽  
Lower And Upper Bounds ◽  
Mean Waiting Time ◽  
The Mean ◽  
Mean Time

Consider a sequence of independent and identically distributed random variables along with a specified set of k-vectors. We present an expression for E [T], the mean time until the last k observed random variables fall within this set. Not only can this expression often be used to obtain bounds on E[T], it also gives rise to an efficient way of approximating E[T] by a simulation. Specific lower and upper bounds for E[T] are also derived. These latter bounds are given in terms of a parameter, and a Markov chain Monte Carlo approach to approximate this parameter by a simulation is indicated. The results of this paper are illustrated by considering the problem of determining the mean time until a sequence of k-valued random variables has a run of size k that encompasses each value.

scholarly journals Markov chain Monte Carlo estimation of quantiles

2014 ◽  
Vol 8 (2) ◽  
pp. 2448-2478 ◽  
Author(s):  
Charles R. Doss ◽  
James M. Flegal ◽  
Galin L. Jones ◽  
Ronald C. Neath
Keyword(s):  
Monte Carlo ◽  
Markov Chain ◽  
Markov Chain Monte Carlo ◽  
Monte Carlo Estimation

scholarly journals Bayesian adaptive Markov chain Monte Carlo estimation of genetic parameters

Heredity ◽  
2012 ◽  
Vol 109 (4) ◽  
pp. 235-245 ◽  
Author(s):  
B Mathew ◽  
A M Bauer ◽  
P Koistinen ◽  
T C Reetz ◽  
J Léon ◽  
...  
Keyword(s):  
Monte Carlo ◽  
Markov Chain ◽  
Markov Chain Monte Carlo ◽  
Genetic Parameters ◽  
Monte Carlo Estimation ◽  
Estimation Of Genetic Parameters
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