Implementing MCMC: estimating with confidence

zbMATH Open1229.65012MaRDI QIDQ3172407FDOQ3172407

Authors: James M. Flegal, Galin L. Jones 

Publication date: 5 October 2011

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zbMATH Keywords

estimating with confidenceMarkov chain Monte Carlo (MCMC) simulation

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Parametric tolerance and confidence regions (62F25)

Cited In (19)

• Neuronized Priors for Bayesian Sparse Linear Regression
• The Number of MCMC Draws Needed to Compute Bayesian Credible Bounds
• Convergence analysis of a collapsed Gibbs sampler for Bayesian vector autoregressions
• On the convergence complexity of Gibbs samplers for a family of simple Bayesian random effects models
• Weighted batch means estimators in Markov chain Monte Carlo
• Error bounds of MCMC for functions with unbounded stationary variance
• Bayesian nonparametric mixed random utility models
• Bayes analysis of the generalized gamma AFT models for left truncated and right censored data
• Fixed-Width Output Analysis for Markov Chain Monte Carlo
• Analysis of a Class of Multilevel Markov Chain Monte Carlo Algorithms Based on Independent Metropolis–Hastings
• Multivariate initial sequence estimators in Markov chain Monte Carlo
• Mixing time estimation in reversible Markov chains from a single sample path
• Component-wise Markov chain Monte Carlo: uniform and geometric ergodicity under mixing and composition
• Markov chain Monte Carlo: can we trust the third significant figure?
• Simple confidence intervals for MCMC without CLTs
• Markov chain Monte Carlo estimation of quantiles
• Measuring what's missing: practical estimates of coverage for stochastic simulations
• Shrinkage with shrunken shoulders: Gibbs sampling shrinkage model posteriors with guaranteed convergence rates
• Applicability of subsampling bootstrap methods in Markov chain Monte Carlo

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