Fixed Precision MCMC Estimation by Median of Products of Averages
Work
Year: 2009
Type: article
Abstract: The standard Markov chain Monte Carlo method of estimating an expected value is to generate a Markov chain which converges to the target distribution and then compute correlated sample averages. In ma... more
Source: Journal of Applied Probability
Authors Wojciech Niemiro, Piotr Pokarowski
Institution University of Warsaw
Cites: 35
Cited by: 22
Related to: 10
FWCI: 1.768
Citation percentile (by year/subfield): 79.05
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: bronze