Weighted batch means estimators in Markov chain Monte Carlo

21 May 2018

Papers citing "Weighted batch means estimators in Markov chain Monte Carlo"

10 / 10 papers shown

Title
Implementing MCMC: Multivariate estimation with confidence James M. Flegal Rebecca P. Kurtz-Garcia 45 0 0 27 Aug 2024
On the Utility of Equal Batch Sizes for Inference in Stochastic Gradient Descent Rahul Singh A. Shukla Dootika Vats 56 0 0 14 Mar 2023
Globally-centered autocovariances in MCMC Medha Agarwal Dootika Vats 51 5 0 03 Sep 2020
Estimating Monte Carlo variance from multiple Markov chains Kushagra Gupta Dootika Vats 46 5 0 08 Jul 2020
Analyzing MCMC Output Dootika Vats Nathan Robertson James M. Flegal Galin L. Jones 56 1 0 26 Jul 2019
Assessing and Visualizing Simultaneous Simulation Error Nathan Robertson James M. Flegal Dootika Vats Galin L. Jones 70 15 0 26 Apr 2019
Revisiting the Gelman-Rubin Diagnostic Dootika Vats Christina Knudson 106 137 0 21 Dec 2018
Lugsail lag windows for estimating time-average covariance matrices Dootika Vats James M. Flegal 44 12 0 12 Sep 2018
Batch size selection for variance estimators in MCMC Yating Liu Dootika Vats James M. Flegal 32 4 0 16 Apr 2018
A Convergence Diagnostic for Bayesian Clustering M. Asgharian Martin Lysy V. Nia 44 0 0 07 Dec 2017