Weighted batch means estimators in Markov chain Monte Carlo
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Publication:1616318
DOI10.1214/18-EJS1483zbMath1402.60095arXiv1805.08283WikidataQ129159527 ScholiaQ129159527MaRDI QIDQ1616318
Publication date: 1 November 2018
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1805.08283
Monte CarloMarkov chainconfidence regionsstrong consistencybatch meanscovariance matrix estimationlong run variance
Related Items (4)
Globally Centered Autocovariances in MCMC ⋮ Assessing and Visualizing Simultaneous Simulation Error ⋮ Batch size selection for variance estimators in MCMC ⋮ Revisiting the Gelman-Rubin diagnostic
Uses Software
Cites Work
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