Applicability of Subsampling Bootstrap Methods in Markov Chain Monte Carlo

DOI10.1007/978-3-642-27440-4_18zbMath1271.65002OpenAlexW43109418MaRDI QIDQ5326116

James M. Flegal

Publication date: 31 July 2013

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-27440-4_18

zbMATH Keywords

uncertaintynumerical examplesvarianceMarkov chain Monte Carlo methodsasymptotic normal distributionsubsampling bootstrap method

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

Related Items (1)

Markov chain Monte Carlo estimation of quantiles

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