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How to Combine Fast Heuristic Markov Chain Monte Carlo with Slow Exact Sampling
Confidence interval Exact sampling Markov Chain Monte Carlo
2009/5/4
Given a probability law $pi$ on a set S and a function $g : S rightarrow R$, suppose one wants to estimate the mean $bar{g} = int g dpi$. The Markov Chain Monte Carlo method consists of inventing and ...
Markov Chain Monte Carlo:Can We Trust the Third Significant Figure?
Convergence diagnostic Markov chain MonteCarlo standard errors
2010/4/27
Current reporting of results based on Markov chain Monte
Carlo computations could be improved. In particular, a measure of the
accuracy of the resulting estimates is rarely reported. Thus we have
l...