Pages that link to "Item:Q2380096"

The following pages link to Batch means and spectral variance estimators in Markov chain Monte Carlo (Q2380096):

Displaying 13 items.

• Variable transformation to obtain geometric ergodicity in the random-walk Metropolis algorithm (Q139529) (← links)
• Markov chain Monte Carlo confidence intervals (Q282567) (← links)
• A unified approach to self-normalized block sampling (Q288844) (← links)
• New recursive estimators of the time-average variance constant (Q294229) (← links)
• Stability of noisy Metropolis-Hastings (Q341137) (← links)
• Assessing the significance of peptide spectrum match scores (Q5111811) (← links)
• Asymptotic Behavior of Optimal Weighting in Generalized Self‐Normalization for Time Series (Q5237533) (← links)
• Wasserstein contraction and spectral gap of slice sampling revisited (Q6136814) (← 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)
• Dimension-independent spectral gap of polar slice sampling (Q6190637) (← links)
• A two-stage Bayesian model updating framework based on an iterative model reduction technique using modal responses (Q6194217) (← links)
• Strong invariance principles for ergodic Markov processes (Q6200877) (← links)