Estimating Monte Carlo variance from multiple Markov chains

8 July 2020

Papers citing "Estimating Monte Carlo variance from multiple Markov chains"

4 / 4 papers shown

Title
Convergence diagnostics for Markov chain Monte Carlo Vivekananda Roy 60 219 0 26 Sep 2019
$Rank-normalization, folding, and localization: An improved $\widehat{R}$ for assessing convergence of MCMC$ Rank-normalization, folding, and localization: An improved $\widehat{R}$ for assessing convergence of MCMC Aki Vehtari Andrew Gelman Daniel P. Simpson Bob Carpenter Paul-Christian Bürkner 37 930 0 19 Mar 2019
Revisiting the Gelman-Rubin Diagnostic Dootika Vats Christina Knudson 54 136 0 21 Dec 2018
Weighted batch means estimators in Markov chain Monte Carlo Yating Liu James M. Flegal OffRL 31 19 0 21 May 2018