Pages that link to "Item:Q2380096"

The following pages link to Batch means and spectral variance estimators in Markov chain Monte Carlo (Q2380096):

Displaying 50 items.

• Variable transformation to obtain geometric ergodicity in the random-walk Metropolis algorithm (Q139529) (← links)
• Markov chain Monte Carlo confidence intervals (Q282567) (← links)
• A unified approach to self-normalized block sampling (Q288844) (← links)
• New recursive estimators of the time-average variance constant (Q294229) (← links)
• Stability of noisy Metropolis-Hastings (Q341137) (← links)
• Geometric ergodicity of the Bayesian Lasso (Q367204) (← links)
• Geometric ergodicity of the Gibbs sampler for Bayesian quantile regression (Q450861) (← links)
• Markov chain Monte Carlo estimation of quantiles (Q485905) (← links)
• Geometric ergodicity of random scan Gibbs samplers for hierarchical one-way random effects models (Q495387) (← links)
• Kernel estimators of asymptotic variance for adaptive Markov chain Monte Carlo (Q548543) (← links)
• Rigorous confidence bounds for MCMC under a geometric drift condition (Q617654) (← links)
• Hierarchical multispectral galaxy decomposition using a MCMC algorithm with multiple temperature simulated annealing (Q632639) (← links)
• Computational approaches for empirical Bayes methods and Bayesian sensitivity analysis (Q661177) (← links)
• Convergence analysis of the Gibbs sampler for Bayesian general linear mixed models with improper priors (Q741808) (← links)
• Geometric ergodicity of Pólya-Gamma Gibbs sampler for Bayesian logistic regression with a flat prior (Q1616313) (← links)
• Weighted batch means estimators in Markov chain Monte Carlo (Q1616318) (← links)
• Parameter estimation via stochastic variants of the ECM algorithm with applications to plant growth modeling (Q1623627) (← links)
• RMCMC: a system for updating Bayesian models (Q1623699) (← links)
• A Monte Carlo approach to quantifying model error in Bayesian parameter estimation (Q1623791) (← links)
• Analysis of the Pólya-gamma block Gibbs sampler for Bayesian logistic linear mixed models (Q1640962) (← links)
• Methods for computing numerical standard errors: review and application to value-at-risk estimation (Q1669699) (← links)
• Convergence analysis of the block Gibbs sampler for Bayesian probit linear mixed models with improper priors (Q1711583) (← links)
• Bayesian benchmarking with applications to small area estimation (Q1761545) (← links)
• Specification tests based on MCMC output (Q1792489) (← links)
• Exact sampling for intractable probability distributions via a Bernoulli factory (Q1950803) (← links)
• Convergence rates for MCMC algorithms for a robust Bayesian binary regression model (Q1950912) (← links)
• Gibbs sampling for a Bayesian hierarchical general linear model (Q1952054) (← links)
• Convergence analysis of a collapsed Gibbs sampler for Bayesian vector autoregressions (Q2044318) (← links)
• Revisiting the Gelman-Rubin diagnostic (Q2075706) (← links)
• Variance reduction for Metropolis-Hastings samplers (Q2104009) (← links)
• Rank-normalization, folding, and localization: an improved \(\widehat{R}\) for assessing convergence of MCMC (with Discussion) (Q2111117) (← links)
• On resampling schemes for particle filters with weakly informative observations (Q2112805) (← links)
• On optimal block resampling for Gaussian-subordinated long-range dependent processes (Q2112834) (← links)
• Geometric ergodicity of Gibbs samplers for the horseshoe and its regularized variants (Q2136599) (← links)
• Convergence rates of two-component MCMC samplers (Q2136999) (← links)
• Statistical inference for model parameters in stochastic gradient descent (Q2176618) (← links)
• Variance reduction for Markov chains with application to MCMC (Q2195839) (← links)
• Quantitative spectral gap estimate and Wasserstein contraction of simple slice sampling (Q2240834) (← links)
• Geometric ergodicity of Gibbs samplers for Bayesian general linear mixed models with proper priors (Q2341879) (← links)
• Bayesian inference and model comparison for random choice structures (Q2343780) (← links)
• An MCMC approach to empirical Bayes inference and Bayesian sensitivity analysis via empirical processes (Q2413604) (← links)
• A martingale decomposition for quadratic forms of Markov chains (with applications) (Q2434497) (← links)
• Geometric ergodicity for Bayesian shrinkage models (Q2452109) (← links)
• Explaining the behavior of joint and marginal Monte Carlo estimators in latent variable models with independence assumptions (Q2631369) (← links)
• Estimating accuracy of the MCMC variance estimator: asymptotic normality for batch means estimators (Q2667588) (← links)
• Batch size selection for variance estimators in MCMC (Q2671217) (← links)
• On the determinants of the 2008 financial crisis: a Bayesian approach to the selection of groups and variables (Q2691728) (← links)
• Geometric Ergodicity and Scanning Strategies for Two-Component Gibbs Samplers (Q2794784) (← links)
• ON SIZE AND POWER OF HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS (Q2801990) (← links)
• (Q4969130) (← links)