Showing 1–20 of 20 results
/ Date/ Name
May 21, 2018Weighted batch means estimators in Markov chain Monte CarloAug 27, 2024Implementing MCMC: Multivariate estimation with confidenceFeb 7, 2014Bayesian inference for a flexible class of bivariate beta distributionsJun 24, 2010Sweave Documentation for "Implementing Markov chain Monte Carlo: Estimating with confidence"Mar 1, 2013Relative fixed-width stopping rules for Markov chain Monte Carlo simulationsMar 29, 2018A Machine Learning Approach to Galaxy-LSS Classification I: Imprints on Halo Merger TreesApr 16, 2018Batch size selection for variance estimators in MCMCMar 26, 2007Markov Chain Monte Carlo: Can We Trust the Third Significant Figure?Sep 21, 2015Estimating standard errors for importance sampling estimators with multiple Markov chainsNov 11, 2008Batch means and spectral variance estimators in Markov chain Monte CarloMar 21, 2014A practical sequential stopping rule for high-dimensional MCMC and its application to spatial-temporal Bayesian modelsJul 26, 2019Analyzing MCMC OutputApr 26, 2019Assessing and Visualizing Simultaneous Simulation ErrorSep 12, 2018Lugsail lag windows for estimating time-average covariance matricesSep 24, 2015Bayesian model selection on linear mixed-effects models for comparisons between multiple treatments and a controlJul 26, 2012Markov Chain Monte Carlo Estimation of QuantilesDec 16, 2010Exact sampling for intractable probability distributions via a Bernoulli factoryDec 24, 2015Multivariate Output Analysis for Markov chain Monte CarloAug 26, 2013A Modified Gibbs Sampler on General State SpacesJul 29, 2015Strong Consistency of Multivariate Spectral Variance Estimators