The Number of MCMC Draws Needed to Compute Bayesian Credible Bounds
From MaRDI portal
Publication:5884453
DOI10.1080/00031305.2016.1158738OpenAlexW1432237444WikidataQ58258996 ScholiaQ58258996MaRDI QIDQ5884453
Daniel J. Nordman, Jia Liu, William Q. Meeker
Publication date: 21 March 2023
Published in: The American Statistician (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00031305.2016.1158738
Related Items (4)
A Survey of Reporting Practices of Computer Simulation Studies in Statistical Research ⋮ Sampling errors in nested sampling parameter estimation ⋮ A comparison of Bayesian Markov chain Monte Carlo methods in a multilevel scenario ⋮ Rank-normalization, folding, and localization: an improved \(\widehat{R}\) for assessing convergence of MCMC (with Discussion)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
- Markov chain Monte Carlo estimation of quantiles
- Regenerative block-bootstrap for Markov chains
- Markov chain Monte Carlo: can we trust the third significant figure?
- On the sample variance of linear statistics derived from mixing sequences
- Subsampling
- Mixing: Properties and examples
- Resampling methods for dependent data
- Theoretical comparisons of block bootstrap methods
- The jackknife and the bootstrap for general stationary observations
- Markov chains for exploring posterior distributions. (With discussion)
- Monte Carlo error estimation for multivariate Markov chains
- Batch means and spectral variance estimators in Markov chain Monte Carlo
- Regenerative block empirical likelihood for Markov chains
- Approximation Theorems of Mathematical Statistics
- Fixed-Width Output Analysis for Markov Chain Monte Carlo
- A First Course in Bayesian Statistical Methods
- Batch Size Effects in the Analysis of Simulation Output
- BIAS-CORRECTED NONPARAMETRIC SPECTRAL ESTIMATION
- On the applicability of regenerative simulation in Markov chain Monte Carlo
- Adaptive bandwidth choice
- Regeneration in Markov Chain Samplers
- On the Assessment of Monte Carlo Error in Simulation-Based Statistical Analyses
- Measure Theory and Probability Theory
This page was built for publication: The Number of MCMC Draws Needed to Compute Bayesian Credible Bounds