Pages that link to "Item:Q1697035"
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The following pages link to Strong consistency of multivariate spectral variance estimators in Markov chain Monte Carlo (Q1697035):
Displaying 16 items.
- Weighted batch means estimators in Markov chain Monte Carlo (Q1616318) (← links)
- Trace class Markov chains for the normal-gamma Bayesian shrinkage model (Q1711607) (← links)
- Multivariate initial sequence estimators in Markov chain Monte Carlo (Q2011526) (← links)
- Convergence analysis of a collapsed Gibbs sampler for Bayesian vector autoregressions (Q2044318) (← links)
- Block Gibbs samplers for logistic mixed models: convergence properties and a comparison with full Gibbs samplers (Q2074304) (← links)
- Revisiting the Gelman-Rubin diagnostic (Q2075706) (← links)
- Convergence rates of two-component MCMC samplers (Q2136999) (← links)
- Irreversible samplers from jump and continuous Markov processes (Q2329758) (← links)
- Batch size selection for variance estimators in MCMC (Q2671217) (← links)
- Globally Centered Autocovariances in MCMC (Q5057073) (← links)
- Assessing and Visualizing Simultaneous Simulation Error (Q5066389) (← links)
- Smoothing With Couplings of Conditional Particle Filters (Q5130617) (← links)
- A Bayesian latent spatial model for mapping the cortical signature of progression to Alzheimer's disease (Q6059488) (← links)
- Selection of Proposal Distributions for Multiple Importance Sampling (Q6144618) (← links)
- Efficient shape-constrained inference for the autocovariance sequence from a reversible Markov chain (Q6183871) (← links)
- Strong invariance principles for ergodic Markov processes (Q6200877) (← links)
