Pages that link to "Item:Q1979100"

The following pages link to An automated stopping rule for MCMC convergence assessment (Q1979100):

Displaying 10 items.

• New recursive estimators of the time-average variance constant (Q294229) (← links)
• Recursive estimation of time-average variance constants (Q835069) (← links)
• Discretization and MCMC. Convergence assessment (Q1271109) (← links)
• On single versus multiple imputation for a class of stochastic algorithms estimating maximum likelihood (Q1424618) (← links)
• Stopping tests for Markov chain Monte-Carlo methods (Q1577407) (← links)
• Relative fixed-width stopping rules for Markov chain Monte Carlo simulations (Q3449023) (← links)
• Improving Convergence of the Hastings–Metropolis Algorithm with an Adaptive Proposal (Q4416158) (← links)
• Estimation of the Asymptotic Variance in the CLT for Markov Chains (Q4431305) (← links)
• Central limit theorem for hitting times of functionals of Markov jump processes (Q4671818) (← links)
• Kolmogorov–Smirnov, Fluctuation, and Z_<i>g</i>Tests for Convergence of Markov Chain Monte Carlo Draws (Q5451149) (← links)