Exact non-parametric sequential convergence test for samplers

DOI10.1016/J.CAM.2025.117051MaRDI QIDQ6909916zbMATH OpenFDO

Authors Ivair R. Silva, Roger C. N. Ngassi, Gladston J. P. Moreira

Publication date 29 October 2025

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.CAM.2025.117051

zbMATH Keywords

alpha spending functionbinomial sequential testGibbs samplerMCMCMetropolis-Hastings

Mathematics Subject Classification ID

Nonparametric statistical resampling methods (62G09) Nonparametric hypothesis testing (62G10)

Cites work

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• Improper priors and improper posteriors
• Markov Chain Monte Carlo Convergence Diagnostics: A Comparative Review
• On various new concepts of statistical convergence for sequences of random variables via deferred Cesàro mean
• Optimal Alpha Spending for Sequential Analysis with Binomial Data
• Simulation Run Length Control in the Presence of an Initial Transient
• Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
• Type I error probability spending for post-market drug and vaccine safety surveillance with binomial data

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