Identification of Regeneration Times in MCMC Simulation, With Application to Adaptive Schemes
- 1 June 2005
- journal article
- Published by Taylor & Francis in Journal of Computational and Graphical Statistics
- Vol. 14 (2) , 436-458
- https://doi.org/10.1198/106186005x47453
Abstract
Regeneration is a useful tool in Markov chain Monte Carlo simulation because it can be used to side-step the burn-in problem and to construct better estimates of the variance of parameter estimates...Keywords
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