Analyzing Markov chain Monte Carlo output
From MaRDI portal
Publication:6601094
DOI10.1002/WICS.1501zbMATH Open1544.62151MaRDI QIDQ6601094FDOQ6601094
Authors: Dootika Vats, Nathan Robertson, James M. Flegal, Galin L. Jones
Publication date: 10 September 2024
Published in: Wiley Interdisciplinary Reviews. WIREs Computational Statistics (Search for Journal in Brave)
Cites Work
- Quantifying uncertainty in transdimensional Markov chain Monte Carlo using discrete Markov models
- Inference from iterative simulation using multiple sequences
- Weak convergence and optimal scaling of random walk Metropolis algorithms
- Markov Chain Monte Carlo Convergence Diagnostics: A Comparative Review
- Multivariate output analysis for Markov chain Monte Carlo
- Markov chain Monte Carlo: can we trust the third significant figure?
- Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
- Handbook of Markov Chain Monte Carlo
- Title not available (Why is that?)
- Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms
- Markov chain Monte Carlo estimation of quantiles
- Markov chains and stochastic stability
- General state space Markov chains and MCMC algorithms
- On the Markov chain central limit theorem
- Sufficient burn-in for Gibbs samplers for a hierarchical random effects model.
- Batch means and spectral variance estimators in Markov chain Monte Carlo
- Fixed-Width Output Analysis for Markov Chain Monte Carlo
- Relative fixed-width stopping rules for Markov chain Monte Carlo simulations
- Minorization Conditions and Convergence Rates for Markov Chain Monte Carlo
- Markov chain Monte Carlo confidence intervals
- Kernel estimators of asymptotic variance for adaptive Markov chain Monte Carlo
- Geometric Convergence Rates for Stochastically Ordered Markov Chains
- Ascent-Based Monte Carlo Expectation– Maximization
- The asymptotic validity of sequential stopping rules for stochastic simulations
- Honest exploration of intractable probability distributions via Markov chain Monte Carlo.
- Strong Consistency and Other Properties of the Spectral Variance Estimator
- On Monte Carlo methods for Bayesian multivariate regression models with heavy-tailed errors
- Geometric ergodicity of the Bayesian Lasso
- Bayesian reliability
- On the applicability of regenerative simulation in Markov chain Monte Carlo
- Geometric ergodicity of random scan Gibbs samplers for hierarchical one-way random effects models
- Convergence Rates and Asymptotic Standard Errors for Markov Chain Monte Carlo Algorithms for Bayesian Probit Regression
- Component-wise Markov chain Monte Carlo: uniform and geometric ergodicity under mixing and composition
- Simple confidence intervals for MCMC without CLTs
- Monte Carlo error estimation for multivariate Markov chains
- Unbiased Markov Chain Monte Carlo Methods with Couplings
- Multivariate initial sequence estimators in Markov chain Monte Carlo
- Possible biases induced by mcmc convergence diagnostics
- Weighted batch means estimators in Markov chain Monte Carlo
- Strong consistency of multivariate spectral variance estimators in Markov chain Monte Carlo
- Perfect simulation
- Exact sampling for intractable probability distributions via a Bernoulli factory
- Geometric ergodicity of Gibbs samplers in Bayesian penalized regression models
- Accelerating MCMC algorithms
This page was built for publication: Analyzing Markov chain Monte Carlo output
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6601094)