Applicability of Subsampling Bootstrap Methods in Markov Chain Monte Carlo
From MaRDI portal
Publication:5326116
DOI10.1007/978-3-642-27440-4_18zbMath1271.65002OpenAlexW43109418MaRDI QIDQ5326116
Publication date: 31 July 2013
Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-642-27440-4_18
uncertaintynumerical examplesvarianceMarkov chain Monte Carlo methodsasymptotic normal distributionsubsampling bootstrap method
Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)
Related Items
Cites Work
- Unnamed Item
- Quantitative non-geometric convergence bounds for independence samplers
- Regenerative block-bootstrap for Markov chains
- Markov chain Monte Carlo: can we trust the third significant figure?
- General state space Markov chains and MCMC algorithms
- On the Markov chain central limit theorem
- The use of subseries values for estimating the variance of a general statistic from a stationary sequence
- Subsampling
- Honest exploration of intractable probability distributions via Markov chain Monte Carlo.
- Bootstraps for time series
- Gibbs sampling for a Bayesian hierarchical general linear model
- Monte Carlo methods in Bayesian computation
- Batch means and spectral variance estimators in Markov chain Monte Carlo
- Markov Chain Monte Carlo Convergence Diagnostics: A Comparative Review
- Some Algebra and Geometry for Hierarchical Models, Applied to Diagnostics
- Asymptotic Statistics
- Regeneration-based bootstrap for Markov chains
- Markov-chain monte carlo: Some practical implications of theoretical results
- Possible biases induced by mcmc convergence diagnostics
- A note on acceptance rate criteria for CLTS for Metropolis–Hastings algorithms
- Monte Carlo strategies in scientific computing
- The impact of bootstrap methods on time series analysis
