The following pages link to James M. Flegal (Q485903):
Displaying 16 items.
- Markov chain Monte Carlo estimation of quantiles (Q485905) (← links)
- Markov chain Monte Carlo: can we trust the third significant figure? (Q900463) (← links)
- A modified conditional Metropolis-Hastings sampler (Q1623632) (← links)
- Strong consistency of multivariate spectral variance estimators in Markov chain Monte Carlo (Q1697035) (← links)
- Exact sampling for intractable probability distributions via a Bernoulli factory (Q1950803) (← links)
- Batch means and spectral variance estimators in Markov chain Monte Carlo (Q2380096) (← links)
- Minimum Size Survival Analysis Sampling Plans for Comparing Multiple Treatment Groups to a Single Control Group (Q2921823) (← links)
- (Q3172407) (← links)
- Relative fixed-width stopping rules for Markov chain Monte Carlo simulations (Q3449023) (← links)
- Estimating standard errors for importance sampling estimators with multiple Markov chains (Q4639593) (← links)
- Multivariate output analysis for Markov chain Monte Carlo (Q4973618) (← links)
- Assessing and Visualizing Simultaneous Simulation Error (Q5066389) (← links)
- Geometric ergodicity of a more efficient conditional Metropolis-Hastings algorithm (Q5079080) (← links)
- Lugsail lag windows for estimating time-average covariance matrices (Q5102501) (← links)
- Bayesian inference for a flexible class of bivariate beta distributions (Q5106779) (← links)
- Applicability of Subsampling Bootstrap Methods in Markov Chain Monte Carlo (Q5326116) (← links)
