A Few Remarks on “Fixed-Width Output Analysis for Markov Chain Monte Carlo” by Jones et al
- 1 December 2007
- journal article
- Published by Taylor & Francis in Journal of the American Statistical Association
- Vol. 102 (480), 1485-1486
- https://doi.org/10.1198/016214507000000914
Abstract
Our aim is to relax assumptions and simplify proofs in results given by Jones, Haran, Caffo, and Neath in the recent paper “Fixed-Width Output Analysis for Markov Chain Monte Carlo.”Keywords
This publication has 4 references indexed in Scilit:
- Fixed-Width Output Analysis for Markov Chain Monte CarloJournal of the American Statistical Association, 2006
- On the central limit theorem for geometrically ergodic Markov chainsProbability Theory and Related Fields, 2004
- On the applicability of regenerative simulation in Markov chain Monte CarloBiometrika, 2002
- Information regularity and the central limit questionRocky Mountain Journal of Mathematics, 1983