Estimating Monte Carlo variance from multiple Markov chains

DOI10.1111/SJOS.70036MaRDI QIDQ6850840zbMATH OpenFDO

Authors Kushagra Gupta, Dootika Vats

Publication date 27 February 2026

Published in Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/SJOS.70036

zbMATH Keywords

batch meansMarkov chain Monte CarloMonte Carlo standard errorsparallel chains

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited in

(1)

• Partial-overlapping batch means estimators for Markov chain Monte Carlo

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