Advances in MCMC: a discussion
Christian P. Robert · 2003
Abstract While Gareth Roberts presents a very good coverage of the latest developments in convergence of MCMC algorithms, and provides the reader with an excellent reminder of the essential notions such as drift functions and minorization conditions, this discussion presents some thoughts on reparameterization and perfect sampling issues. A more general review of the current state of MCMC methods can be found in Cappé and Robert (2000).