CLTs and asymptotic variance of time-sampled Markov chains (Q1945602): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Changed an Item
Import241208061232 (talk | contribs)
Normalize DOI.
 
(One intermediate revision by one other user not shown)
Property / DOI
 
Property / DOI: 10.1007/s11009-011-9237-8 / rank
Normal rank
 
Property / cites work
 
Property / cites work: A New Approach to the Limit Theory of Recurrent Markov Chains / rank
 
Normal rank
Property / cites work
 
Property / cites work: Renewal theory and computable convergence rates for geometrically erdgodic Markov chains / rank
 
Normal rank
Property / cites work
 
Property / cites work: A regeneration proof of the central limit theorem for uniformly ergodic Markov chains / rank
 
Normal rank
Property / cites work
 
Property / cites work: Exact simulation of diffusions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Exact and Computationally Efficient Likelihood-Based Estimation for Discretely Observed Diffusion Processes (with Discussion) / rank
 
Normal rank
Property / cites work
 
Property / cites work: Retrospective exact simulation of diffusion sample paths with applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: A factorisation of diffusion measure and finite sample path constructions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3999065 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On variance conditions for Markov chain CLTs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Monte Carlo sampling methods using Markov chains and their applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Markov chain central limit theorem / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fixed-Width Output Analysis for Markov Chain Monte Carlo / rank
 
Normal rank
Property / cites work
 
Property / cites work: Central limit theorem for additive functionals of reversible Markov processes and applications to simple exclusions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Rigorous confidence bounds for MCMC under a geometric drift condition / rank
 
Normal rank
Property / cites work
 
Property / cites work: Simulating events of unknown probabilities via reverse time martingales / rank
 
Normal rank
Property / cites work
 
Property / cites work: Markov chains and stochastic stability / rank
 
Normal rank
Property / cites work
 
Property / cites work: A splitting technique for Harris recurrent Markov chains / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimum Monte-Carlo sampling using Markov chains / rank
 
Normal rank
Property / cites work
 
Property / cites work: Geometric ergodicity and hybrid Markov chains / rank
 
Normal rank
Property / cites work
 
Property / cites work: General state space Markov chains and MCMC algorithms / rank
 
Normal rank
Property / cites work
 
Property / cites work: Variance bounding Markov chains / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic Variance and Convergence Rates of Nearly-Periodic Markov Chain Monte Carlo Algorithms / rank
 
Normal rank
Property / cites work
 
Property / cites work: Geometric convergence rates for time-sampled Markov chains / rank
 
Normal rank
Property / cites work
 
Property / cites work: A note on Metropolis-Hastings kernels for general state spaces / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1007/S11009-011-9237-8 / rank
 
Normal rank

Latest revision as of 14:43, 16 December 2024

scientific article
Language Label Description Also known as
English
CLTs and asymptotic variance of time-sampled Markov chains
scientific article

    Statements

    CLTs and asymptotic variance of time-sampled Markov chains (English)
    0 references
    8 April 2013
    0 references
    time-sampled Markov chains
    0 references
    Barker's algorithm
    0 references
    Metropolis algorithm
    0 references
    central limit theorem
    0 references
    asymptotic variance
    0 references
    variance bounding Markov chains
    0 references
    MCMC estimation
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references