Relative fixed-width stopping rules for Markov chain Monte Carlo simulations

DOI10.5705/SS.2013.209MaRDI QIDQ3449023zbMATH OpenOpenAlexFDO

Authors James M. Flegal, Lei Gong

Publication date 3 November 2015

Published in STATISTICA SINICA (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1303.0238

zbMATH Keywords

batch meansBayesian computationfixed-width confidence intervalssequential estimationsequential stopping rulesstrong consistency

Mathematics Subject Classification ID

Statistics (62-XX)

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