Pages that link to "Item:Q2380096"
From MaRDI portal
The following pages link to Batch means and spectral variance estimators in Markov chain Monte Carlo (Q2380096):
Displaying 32 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)
- Assessing the significance of peptide spectrum match scores (Q5111811) (← links)
- Asymptotic Behavior of Optimal Weighting in Generalized Self‐Normalization for Time Series (Q5237533) (← links)
- Wasserstein contraction and spectral gap of slice sampling revisited (Q6136814) (← links)
- Selection of Proposal Distributions for Multiple Importance Sampling (Q6144618) (← links)
- Efficient shape-constrained inference for the autocovariance sequence from a reversible Markov chain (Q6183871) (← links)
- Dimension-independent spectral gap of polar slice sampling (Q6190637) (← links)
- A two-stage Bayesian model updating framework based on an iterative model reduction technique using modal responses (Q6194217) (← links)
- Strong invariance principles for ergodic Markov processes (Q6200877) (← links)