Simple confidence intervals for MCMC without CLTs

DOI10.1214/17-EJS1224zbMath1395.62104arXiv1812.00126MaRDI QIDQ510203

Jeffrey S. Rosenthal

Publication date: 17 February 2017

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1812.00126

zbMATH Keywords

confidence intervalsMCMC

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Nonparametric tolerance and confidence regions (62G15)

Related Items (1)

Estimating accuracy of the MCMC variance estimator: asymptotic normality for batch means estimators

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