Multivariate output analysis for Markov chain Monte Carlo-Reference-Cited by-同舟云学术

Multivariate output analysis for Markov chain Monte Carlo

Published:2019-04-03 Issue:2 Volume:106 Page:321-337
ISSN:0006-3444
Container-title:Biometrika
language:en
Short-container-title:

Author:

Vats Dootika¹,Flegal James M²,Jones Galin L³

Affiliation:

1. Department of Statistics, University of Warwick, Coventry CV4 7AL, UK

2. Department of Statistics, University of California, Riverside, 900 University Ave, Riverside, California 92521, USA

3. School of Statistics, University of Minnesota, 224 Church St SE, Minneapolis, Minnesota 55455, USA

Funder

National Science Foundation

National Institutes for Health

Publisher

Oxford University Press (OUP)

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,General Agricultural and Biological Sciences,Agricultural and Biological Sciences (miscellaneous),General Mathematics,Statistics and Probability

Link

http://academic.oup.com/biomet/article-pdf/106/2/321/28575440/asz002.pdf

Reference63 articles.

1. Kernel estimators of asymptotic variance for adaptive Markov chain Monte Carlo.;Atchadé,;Ann. Statist.,2011

2. Markov chain Monte Carlo confidence intervals.;Atchadé,;Bernoulli,2016

3. mtDNA variation predicts population size in humans and reveals a major southern Asian chapter in human prehistory.;Atkinson,;Molec. Biol. Evol.,2008

4. A few remarks on “Fixed-width output analysis for Markov chain Monte Carlo” by Jones et al.;Bednorz,;J. Am. Statist. Assoc.,2007

5. Approximation theorems for independent and weakly dependent random vectors.;Berkes,;Ann. Prob.,1979

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