In this article we discuss the problem of assessing the performance of Markov chain Monte Carlo (MCMC) algorithms on the basis of simulation output. In essence, we extend the original ideas of Gelman ...
We show that the class of L² functions for which ergodic averages of a reversible Markov chain have finite asymptotic variance is determined by the class of L² functions for which ergodic averages of ...
Computational statistics harnesses the power of sophisticated numerical algorithms and high‐performance computing to solve complex inferential problems that are intractable by traditional analytical ...
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