Weighted batch means estimators in Markov chain Monte Carlo

Ying Liu; James M. Flegal

doi:10.1214/18-ejs1483

Weighted batch means estimators in Markov chain Monte Carlo

Electronic Journal of Statistics ◽

10.1214/18-ejs1483 ◽

2018 ◽

Vol 12 (2) ◽

pp. 3397-3442 ◽

Cited By ~ 1

Author(s):

Ying Liu ◽

James M. Flegal

Keyword(s):

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Batch Means

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Batch means and spectral variance estimators in Markov chain Monte Carlo

The Annals of Statistics ◽

10.1214/09-aos735 ◽

2010 ◽

Vol 38 (2) ◽

pp. 1034-1070 ◽

Cited By ~ 70

Author(s):

James M. Flegal ◽

Galin L. Jones

Keyword(s):

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Variance Estimators ◽

Batch Means ◽

Spectral Variance

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Application of Assisted History Matching Workflow to Shale Gas Well Using EDFM and Neural Network-Markov Chain Monte Carlo Algorithm

Proceedings of the 7th Unconventional Resources Technology Conference ◽

10.15530/urtec-2019-659 ◽

2019 ◽

Cited By ~ 5

Author(s):

Sutthaporn Tripoppoom ◽

Wei Yu ◽

Kamy Sepehrnoori ◽

Jijun Miao

Keyword(s):

Neural Network ◽

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Shale Gas ◽

History Matching ◽

Monte Carlo Algorithm ◽

Gas Well ◽

Assisted History Matching

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Markov Chain Monte Carlo Methods for Reserves Estimation

10.2523/10065-ms ◽

2005 ◽

Cited By ~ 3

Author(s):

Andrew W. Wadsley

Keyword(s):

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Monte Carlo Methods

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Model Volatilitas Stokastik dengan Metode Markov Chain Monte Carlo

Jurnal Riset dan Aplikasi Matematika (JRAM) ◽

10.26740/jram.v2n1.p1-12 ◽

2018 ◽

Vol 2 (1) ◽

pp. 1

Author(s):

Alfian Alfian

Keyword(s):

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo

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On Markov Chain Monte Carlo Acceleration

10.21236/ada279393 ◽

1994 ◽

Author(s):

Alan E. Gelfand ◽

Sujit K. Sahu

Keyword(s):

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo

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Statistical Inference for Coherent Systems from Partial Information and Markov Chain Monte Carlo Methods.

10.21236/ada305676 ◽

1996 ◽

Author(s):

Hani Doss

Keyword(s):

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Statistical Inference ◽

Monte Carlo Methods ◽

Partial Information ◽

Coherent Systems

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An Efficient Markov-Chain Monte Carlo Method for the State Space Models with Stochastic Volatility

SSRN Electronic Journal ◽

10.2139/ssrn.2340389 ◽

2013 ◽

Author(s):

Yu-Fan Huang

Keyword(s):

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Monte Carlo Method ◽

State Space ◽

Stochastic Volatility ◽

The State ◽

State Space Models

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A Birth-Death Markov Chain Monte Carlo Method to Estimate the Number of States in a State-Contingent Production Frontier Model

SSRN Electronic Journal ◽

10.2139/ssrn.2448542 ◽

2014 ◽

Author(s):

Jose Luis Preciado Arreola ◽

Andrew Johnson

Keyword(s):

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Monte Carlo Method ◽

Production Frontier ◽

Birth Death

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Automated Sensitivity Analysis for Bayesian Inference via Markov Chain Monte Carlo: Applications to Gibbs Sampling

SSRN Electronic Journal ◽

10.2139/ssrn.2984054 ◽

2018 ◽

Cited By ~ 3

Author(s):

Liana Jacobi ◽

Mark Joshi ◽

Dan Zhu

Keyword(s):

Sensitivity Analysis ◽

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Bayesian Inference ◽

Gibbs Sampling

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Automated Sensitivity Computations for Bayesian Markov Chain Monte Carlo Inference: A New Approach for Prior Robustness and Convergence Analysis

SSRN Electronic Journal ◽

10.2139/ssrn.3347399 ◽

2019 ◽

Author(s):

Liana Jacobi ◽

Mark Joshi ◽

Dan Zhu

Keyword(s):

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Convergence Analysis ◽

New Approach

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