Relative fixed-width stopping rules for Markov chain Monte Carlo simulations

Author:

M.Flegal James,Gong Lei

Publisher

The Mass Spectrometry Society of Japan

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Cited by 20 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. BARMPy: Bayesian additive regression models Python package;Computational Statistics;2024-08-04

2. Efficient shape-constrained inference for the autocovariance sequence from a reversible Markov chain;The Annals of Statistics;2023-12-01

3. Relaxation dynamics in lattice reverse Monte Carlo;Molecular Simulation;2023-04-20

4. Globally Centered Autocovariances in MCMC;Journal of Computational and Graphical Statistics;2022-03-28

5. A principled stopping rule for importance sampling;Electronic Journal of Statistics;2022-01-01

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