Multivariate initial sequence estimators in Markov chain Monte Carlo (Q2011526)
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scientific article
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| English | Multivariate initial sequence estimators in Markov chain Monte Carlo |
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Multivariate initial sequence estimators in Markov chain Monte Carlo (English)
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3 August 2017
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Markov chain Monte Carlo
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covariance matrix estimation
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central limit theorem
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Metropolis-Hastings algorithm
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Gibbs sampler
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0.8535754680633545
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0.8535754680633545
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0.8274652361869812
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0.7913153767585754
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0.7791812419891357
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