Pages that link to "Item:Q1038842"
From MaRDI portal
The following pages link to On variance conditions for Markov chain CLTs (Q1038842):
Displaying 12 items.
- Markov chain Monte Carlo confidence intervals (Q282567) (← links)
- Comparison of asymptotic variances of inhomogeneous Markov chains with application to Markov chain Monte Carlo methods (Q464192) (← links)
- Geometric ergodicity of random scan Gibbs samplers for hierarchical one-way random effects models (Q495387) (← links)
- Variance bounding Markov chains (Q930683) (← links)
- Which ergodic averages have finite asymptotic variance? (Q1617127) (← links)
- CLTs and asymptotic variance of time-sampled Markov chains (Q1945602) (← links)
- Staircase patterns in words: subsequences, subwords, and separation number (Q1987094) (← links)
- Multivariate initial sequence estimators in Markov chain Monte Carlo (Q2011526) (← links)
- Approximation and sampling of multivariate probability distributions in the tensor train decomposition (Q2302512) (← links)
- Dimension-Independent MCMC Sampling for Inverse Problems with Non-Gaussian Priors (Q2945165) (← links)
- VARIANCE BOUNDING MARKOV CHAINS, L<sub>2</sub>-UNIFORM MEAN ERGODICITY AND THE CLT (Q3083431) (← links)
- Efficient shape-constrained inference for the autocovariance sequence from a reversible Markov chain (Q6183871) (← links)
