Batch means and spectral variance estimators in Markov chain Monte Carlo

DOI10.1214/09-AOS735zbMath1184.62161arXiv0811.1729OpenAlexW2127855947MaRDI QIDQ2380096

Publication date: 24 March 2010

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0811.1729

zbMATH Keywords

Monte Carlo Markov chain spectral methods standard errors batch means

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Inference from stochastic processes and spectral analysis (62M15) Monte Carlo methods (65C05)

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