Consistent estimation of the accuracy of importance sampling using regenerative simulation
type: Item
instance of: scholarly article
title: Consistent estimation of the accuracy of importance sampling using regenerative simulation
zbMATH Open document ID: 1146.62305
author: Sourabh Bhattacharya
published in: Statistics \& Probability Letters
publication date: 2008-10-30T00:00:00Z
Mathematics Subject Classification ID: 62D05
Mathematics Subject Classification ID: 65C60
zbMATH DE Number: 5358989
MaRDI profile type: Publication
full work available at URL: j.spl.2008.02.030
OpenAlex ID: W1968873062
cites work: Bayesian Inference in Econometric Models Using Monte Carlo Integration
cites work: Simulation Output Analysis Using Standardized Time Series
cites work: Q5823894
cites work: Monte Carlo sampling methods using Markov chains and their applications
cites work: On the applicability of regenerative simulation in Markov chain Monte Carlo
cites work: Fixed-Width Output Analysis for Markov Chain Monte Carlo
cites work: Honest exploration of intractable probability distributions via Markov chain Monte Carlo.
cites work: Markov chains and stochastic stability
cites work: Regeneration in Markov Chain Samplers
DOI: 10.1016/J.SPL.2008.02.030
description: scientific article; zbMATH DE number 5358989