Multivariate initial sequence estimators in Markov chain Monte Carlo

DOI10.1016/J.JMVA.2017.05.009zbMath1373.62249arXiv1706.00853OpenAlexW2621576843MaRDI QIDQ2011526

Ning Dai, Galin L. Jones

Publication date: 3 August 2017

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1706.00853

zbMATH Keywords

Markov chain Monte Carlocentral limit theoremGibbs samplerMetropolis-Hastings algorithmcovariance matrix estimation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

Related Items (8)

Weighted batch means estimators in Markov chain Monte Carlo ⋮ Convergence rates of two-component MCMC samplers ⋮ Globally Centered Autocovariances in MCMC ⋮ Assessing and Visualizing Simultaneous Simulation Error ⋮ Challenges in Markov chain Monte Carlo for Bayesian neural networks ⋮ A Bayesian latent spatial model for mapping the cortical signature of progression to Alzheimer's disease ⋮ Efficient shape-constrained inference for the autocovariance sequence from a reversible Markov chain ⋮ Revisiting the Gelman-Rubin diagnostic

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