Fixed-Width Output Analysis for Markov Chain Monte Carlo
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- 1 December 2006
- journal article
- Published by Taylor & Francis in Journal of the American Statistical Association
- Vol. 101 (476) , 1537-1547
- https://doi.org/10.1198/016214506000000492
Abstract
Markov chain Monte Carlo is a method of producing a correlated sample to estimate features of a target distribution through ergodic averages. A fundamental question is when sampling should stop; th...Keywords
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