Multivariate output analysis for Markov chain Monte Carlo (Q4973618)
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scientific article; zbMATH DE number 7138232
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate output analysis for Markov chain Monte Carlo |
scientific article; zbMATH DE number 7138232 |
Statements
Multivariate output analysis for Markov chain Monte Carlo (English)
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28 November 2019
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covariance matrix estimation
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effective sample size
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Markov chain Monte Carlo
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multivariate analysis
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