Comparison of methodologies to assess the convergence of Markov chain Monte Carlo methods
type: Item
instance of: scholarly article
title: Comparison of methodologies to assess the convergence of Markov chain Monte Carlo methods
zbMATH Open document ID: 1445.62005
author: Salaheddine El Adlouni
author: Anne-Catherine Favre
author: Bernard Bobée
published in: Computational Statistics and Data Analysis
publication date: 2008-12-11T00:00:00Z
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 65C40
zbMATH DE Number: 5381700
zbMATH Keywords: convergence
zbMATH Keywords: MCMC
zbMATH Keywords: Gibbs sampler
zbMATH Keywords: Riemann sums
zbMATH Keywords: subsampling
zbMATH Keywords: burn-in period
describes a project that uses: Gibbsit
MaRDI profile type: Publication
full work available at URL: j.csda.2005.04.018
OpenAlex ID: W2079678892
cites work: Miscellanea. On quantile estimation and Markov chain Monte Carlo convergence
cites work: Markov Chain Monte Carlo Convergence Diagnostics: A Comparative Review
cites work: Inference from iterative simulation using multiple sequences
cites work: Simulation Run Length Control in the Presence of an Initial Transient
cites work: Q4510981
cites work: The Monte Carlo Method
cites work: Equation of State Calculations by Fast Computing Machines
cites work: Large sample confidence regions based on subsamples under minimal assumptions
cites work: Discretization and MCMC. Convergence assessment
cites work: Markov chains for exploring posterior distributions. (With discussion)
DOI: 10.1016/J.CSDA.2005.04.018
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description: scientific article; zbMATH DE number 5381700