21st June 2004 — Regeneration
Iain and Ed will present Regeneration a method for splitting Markov chain Monte Carlo (MCMC) runs into independent tours. Originally designed as a convergence analysis tool, Regeneration can also be used to dynamically improve MCMC algorithms.
Adaptive Markov Chain Monte Carlo through Regeneration, Walter R. Gilks, Gareth O. Roberts and Sujit K. Sahu. 1998. The journal version is here if you have access to Jstor. Journal of the American Statistical Association, 93, 1045--1054.