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Latest revision as of 01:21, 15 September 2024

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Weighted batch means estimators in Markov chain Monte Carlo
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    Weighted batch means estimators in Markov chain Monte Carlo (English)
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    1 November 2018
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    batch means
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    confidence regions
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    covariance matrix estimation
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    long run variance
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    Markov chain
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    Monte Carlo
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    strong consistency
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