Research Letters in the Information and Mathematical Sciences

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Research Letters welcomes papers from staff and graduate students at Massey University in the areas of: Computer Science, Information Science, Mathematics, Statistics and the Physical and Engineering Sciences. Research letters is a preprint series that accepts articles of completed research work, technical reports, or preliminary results from ongoing research. After editing, articles are published online and can be referenced, or handed out at conferences. Copyright remains with the authors and the articles can be used as preprints to academic journal publications or handed out at conferences. Editors Dr Elena Calude Dr Napoleon Reyes The guidelines for writing a manuscript can be accessed here.

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Author: search.filters.author.Alexander, D.L.J.Has files: Yes

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    Convergence of alternating Markov chains
    (2005) Jones, G.; Alexander, D.L.J.
    Suppose we have two Markov chains defined on the same state space. What happens if we alternate them? If they both converge to the same stationary distribution, will the chain obtained by alternating them also converge? Consideration of these questions is motivated by the possible use of two different updating schemes for MCMC estimation, when much faster convergence can be achieved by alternating both schemes than by using either singly.