Pages that link to "Item:Q2388988"
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The following pages link to On the computational complexity of MCMC-based estimators in large samples (Q2388988):
Displayed 11 items.
- Additive models for quantile regression: model selection and confidence bands (Q642195) (← links)
- Convergence rate of Markov chain methods for genomic motif discovery (Q1952443) (← links)
- Error bounds of MCMC for functions with unbounded stationary variance (Q2344860) (← links)
- \(\ell_1\)-penalized quantile regression in high-dimensional sparse models (Q2429925) (← links)
- Local consistency of Markov chain Monte Carlo methods (Q2434135) (← links)
- Rejoinder on: ``Local quantile regression'' (Q2434701) (← links)
- Quasi-Bayesian analysis of nonparametric instrumental variables models (Q2438756) (← links)
- Hit-and-Run for Numerical Integration (Q2926241) (← links)
- EFFICIENCY IN LARGE DYNAMIC PANEL MODELS WITH COMMON FACTORS (Q2929841) (← links)
- GENERAL INEQUALITIES FOR GIBBS POSTERIOR WITH NONADDITIVE EMPIRICAL RISK (Q2936835) (← links)
- Computation of Expectations by Markov Chain Monte Carlo Methods (Q5256571) (← links)