Multivariate output analysis for Markov chain Monte Carlo
نویسندگان
چکیده
منابع مشابه
Multivariate Output Analysis for Markov Chain Monte Carlo
Markov chain Monte Carlo (MCMC) produces a correlated sample in order to estimate expectations with respect to a target distribution. A fundamental question is when should sampling stop so that we have good estimates of the desired quantities? The key to answering this question lies in assessing the Monte Carlo error through a multivariate Markov chain central limit theorem. However, the multiv...
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ژورنال
عنوان ژورنال: Biometrika
سال: 2019
ISSN: 0006-3444,1464-3510
DOI: 10.1093/biomet/asz002