Weighted batch means estimators in Markov chain Monte Carlo (Q1616318)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weighted batch means estimators in Markov chain Monte Carlo |
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Weighted batch means estimators in Markov chain Monte Carlo (English)
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1 November 2018
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batch means
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confidence regions
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covariance matrix estimation
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long run variance
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Markov chain
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Monte Carlo
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strong consistency
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