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Multivariate moment least-squares variance estimators for reversible Markov chains
Journal of Computational and Graphical Statistics ( IF 1.4 ) Pub Date : 2024-09-27 , DOI: 10.1080/10618600.2024.2407458
Hyebin Song, Stephen Berg

Markov chain Monte Carlo (MCMC) is a commonly used method for approximating expectations with respect to probability distributions. Uncertainty assessment for MCMC estimators is essential in practi...

中文翻译:


可逆马尔可夫链的多元矩最小二乘方差估计量



马尔可夫链蒙特卡洛 (MCMC) 是一种常用的近似概率分布预期的方法。MCMC 估算器的不确定性评估在实践中至关重要。
更新日期:2024-09-27
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