Analyzing Markov chain Monte Carlo output

DOI10.1002/WICS.1501MaRDI QIDQ6601094zbMATH OpenFDO

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)

Full work available at URL https://doi.org/10.1002/WICS.1501

zbMATH Keywords

Bayesian computationMarkov chain Monte CarloMonte Carlooutput analysisstopping rules

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

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Cited in

(1)

• Estimating Monte Carlo variance from multiple Markov chains

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