Multivariate initial sequence estimators in Markov chain Monte Carlo (Q2011526): Difference between revisions

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-.1016/j.jmva.2017.05.009
@@ Property / DOI: 10.1016/j.jmva.2017.05.009 / rank @@
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+.00853
@@ Property / arXiv ID: 1706.00853 / rank @@
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+Markov chain Monte Carlo estimation of quantiles
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+Markov chain Monte Carlo: can we trust the third significant figure?
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+Q3172407
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+On variance conditions for Markov chain CLTs
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+Q3499239
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+Geometric ergodicity of random scan Gibbs samplers for hierarchical one-way random effects models
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+Component-wise Markov chain Monte Carlo: uniform and geometric ergodicity under mixing and composition
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+On the Markov chain central limit theorem
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+Fixed-Width Output Analysis for Markov Chain Monte Carlo
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+Honest exploration of intractable probability distributions via Markov chain Monte Carlo.
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+Central limit theorem for additive functionals of reversible Markov processes and applications to simple exclusions
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+Monte Carlo error estimation for multivariate Markov chains
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+Monte Carlo strategies in scientific computing
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+Markov chains and stochastic stability
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+Reversibility of first-order autoregressive processes
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+Q4267796
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+General state space Markov chains and MCMC algorithms
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+Q4340096
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+Strong consistency of multivariate spectral variance estimators in Markov chain Monte Carlo
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@@ Property / DOI @@
+.1016/J.JMVA.2017.05.009
@@ Property / DOI: 10.1016/J.JMVA.2017.05.009 / rank @@
+Normal rank