Quasi-reliable estimates of effective sample size

DOI10.1093/imanum/draa077zbMath1481.65028arXiv1705.03831OpenAlexW2612512107MaRDI QIDQ5024892

Youhan Fang, Yudong Cao, Robert D. Skeel

Publication date: 27 January 2022

Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1705.03831

zbMATH Keywords

Markov chain Monte Carlospectral gapBayesian inferenceconvergence diagnosticsintegrated autocorrelation time

Mathematics Subject Classification ID

Bayesian inference (62F15) Sampling theory, sample surveys (62D05) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

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