mcmcse
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Mcmcse
Description
Provides tools for computing Monte Carlo standard errors (MCSE) in Markov chain Monte Carlo (MCMC) settings (survey in <doi:10.1201/b10905>, Chapter 7). MCSE computation for expectation and quantile estimators is supported as well as multivariate estimations. The package also provides functions for computing effective sample size and for plotting Monte Carlo estimates versus sample size.
Cited in
(64)- DSSP
- qbld
- stableGR
- bpgmm
- JointAI
- The Bouncy Particle Sampler: A Non-Reversible Rejection-Free Markov Chain Monte Carlo Method
- dirmcmc
- Analysis of population change and movement using robust design removal data
- Sandwich algorithms for Bayesian variable selection
- Bayesian spatiotemporal modeling using hierarchical spatial priors, with applications to functional magnetic resonance imaging (with discussion)
- blasso
- Convergence rates for MCMC algorithms for a robust Bayesian binary regression model
- Data-driven uncertainty quantification in macroscopic traffic flow models
- bayess
- BayesLogit
- Markov chain Monte Carlo algorithms with sequential proposals
- Anchored Bayesian Gaussian mixture models
- BudgetedSVM
- Bayesian zero-inflated negative binomial regression based on Pólya-gamma mixtures
- FKF
- Batch size selection for variance estimators in MCMC
- gemtc
- Algorithm 955
- copCAR
- Biips
- FreeSurfer
- repeated
- R0
- RMUTIL
- FMRISTAT
- ppls
- Metawin
- nor1mix
- pcnetmeta
- HoRM
- MBSP
- sklarsomega
- ICBayes
- nse
- bayes4psy
- factorstochvol
- meanShiftR
- Principled selection of hyperparameters in the latent Dirichlet allocation model
- Permuted and augmented stick-breaking Bayesian multinomial regression
- Markov chain Monte Carlo estimation of quantiles
- Geometric ergodicity of random scan Gibbs samplers for hierarchical one-way random effects models
- A Unified Framework for Fitting Bayesian Semiparametric Models to Arbitrarily Censored Survival Data, Including Spatially Referenced Data
- Analysis of high-dimensional continuous time Markov chains using the local bouncy particle sampler
- Globally Centered Autocovariances in MCMC
- Fast Markov Chain Monte Carlo for High-Dimensional Bayesian Regression Models With Shrinkage Priors
- Scalable Hyperparameter Selection for Latent Dirichlet Allocation
- Pre-surgical fMRI data analysis using a spatially adaptive conditionally autoregressive model
- krippendorffsalpha
- HS_GHS
- Bayesian inference for high-dimensional linear regression under mnet priors
- eiCompare
- Restricted Spatial Regression Methods: Implications for Inference
- PEPBVS
- Sklar's omega: a Gaussian copula-based framework for assessing agreement
- Simultaneous transformation and rounding (STAR) models for integer-valued data
- genMCMCDiag
- postpack
- remiod
- Stability of adversarial Markov chains, with an application to adaptive MCMC algorithms
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