Markov chain Monte Carlo: can we trust the third significant figure?

DOI10.1214/08-STS257zbMath1327.62017arXivmath/0703746WikidataQ121691093 ScholiaQ121691093MaRDI QIDQ900463

James M. Flegal, Galin L. Jones, Murali Haran

Publication date: 22 December 2015

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0703746

zbMATH Keywords

Monte Carlo Markov chain standard errors convergence diagnostic

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

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