Batch means and spectral variance estimators in Markov chain Monte Carlo (Q2380096): Difference between revisions

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+Markov chains for exploring posterior distributions. (With discussion)
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+Large-Sample Results for Batch Means
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+On additive functionals of Markov chains
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+Strong Consistency and Other Properties of the Spectral Variance Estimator
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+Markov chain Monte Carlo: can we trust the third significant figure?
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+Adaptive Markov Chain Monte Carlo through Regeneration
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+Estimating the asymptotic variance with batch means
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+On the central limit theorem for geometrically ergodic Markov chains
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+On the applicability of regenerative simulation in Markov chain Monte Carlo
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+Geometric ergodicity of Metropolis algorithms
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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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+Sufficient burn-in for Gibbs samplers for a hierarchical random effects model.
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+The approximation of partial sums of independent RV's
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+Markov chains and stochastic stability
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+Computable bounds for geometric convergence rates of Markov chains
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+Regeneration in Markov Chain Samplers
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+Almost sure invariance principles for partial sums of weakly dependent random variables
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+Convergence of Slice Sampler Markov Chains
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+General state space Markov chains and MCMC algorithms
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+Minorization Conditions and Convergence Rates for Markov Chain Monte Carlo
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+Optimal Mean-Squared-Error Batch Sizes
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+Publication:2380096