The following pages link to Galin L. Jones (Q251619):
Displaying 37 items.
- (Q405508) (redirect page) (← links)
- Evaluating default priors with a generalization of Eaton's Markov chain (Q405509) (← links)
- (Q485904) (redirect page) (← links)
- Markov chain Monte Carlo estimation of quantiles (Q485905) (← links)
- Geometric ergodicity of random scan Gibbs samplers for hierarchical one-way random effects models (Q495387) (← links)
- (Q589814) (redirect page) (← links)
- Spatial Bayesian variable selection models on functional magnetic resonance imaging time-series data (Q899050) (← links)
- Comment: ``Gibbs sampling, exponential families, and orthogonal polynomials'' (Q900454) (← links)
- Markov chain Monte Carlo: can we trust the third significant figure? (Q900463) (← links)
- Evaluation of formal posterior distributions via Markov chain arguments (Q955148) (← links)
- On the Markov chain central limit theorem (Q980733) (← links)
- Honest exploration of intractable probability distributions via Markov chain Monte Carlo. (Q1431211) (← links)
- Strong consistency of multivariate spectral variance estimators in Markov chain Monte Carlo (Q1697035) (← links)
- Sufficient burn-in for Gibbs samplers for a hierarchical random effects model. (Q1879955) (← links)
- Gibbs sampling for a Bayesian hierarchical general linear model (Q1952054) (← 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)
- Convergence rates of two-component MCMC samplers (Q2136999) (← links)
- Consistent maximum likelihood estimation using subsets with applications to multivariate mixed models (Q2196200) (← links)
- Batch means and spectral variance estimators in Markov chain Monte Carlo (Q2380096) (← links)
- On perturbations of strongly admissible prior distributions (Q2381573) (← links)
- (Q3172407) (← links)
- Fixed-Width Output Analysis for Markov Chain Monte Carlo (Q3434215) (← links)
- On the applicability of regenerative simulation in Markov chain Monte Carlo (Q4455367) (← links)
- Multivariate output analysis for Markov chain Monte Carlo (Q4973618) (← links)
- Assessing and Visualizing Simultaneous Simulation Error (Q5066389) (← links)
- Convergence of Conditional Metropolis-Hastings Samplers (Q5169501) (← links)
- Ascent-Based Monte Carlo Expectation– Maximization (Q5313587) (← links)
- On the Geometric Ergodicity of Two-Variable Gibbs Samplers (Q5499665) (← links)
- Component-wise Markov chain Monte Carlo: uniform and geometric ergodicity under mixing and composition (Q5965030) (← links)
- A Bayesian latent spatial model for mapping the cortical signature of progression to Alzheimer's disease (Q6059488) (← links)
- Exact convergence analysis for metropolis–hastings independence samplers in Wasserstein distances (Q6198959) (← links)
- Convergence Analysis of Data Augmentation Algorithms for Bayesian Robust Multivariate Linear Regression with Incomplete Data (Q6419453) (← links)
- Likelihood-based inference for generalized linear mixed models: inference with the \texttt{R} package \texttt{glmm} (Q6541742) (← links)
- Bayesian variable selection for matrix autoregressive models (Q6547759) (← links)
- Analyzing Markov chain Monte Carlo output (Q6601094) (← links)
- Convergence rates of Metropolis-Hastings algorithms (Q6642757) (← links)
