Multivariate moment least-squares variance estimators for reversible Markov chains

IF 1.4 2区数学 Q2 STATISTICS & PROBABILITY

Journal of Computational and Graphical Statistics Pub Date : 2024-09-27 DOI:10.1080/10618600.2024.2407458

Hyebin Song, Stephen Berg

引用次数: 0

Abstract

Markov chain Monte Carlo (MCMC) is a commonly used method for approximating expectations with respect to probability distributions. Uncertainty assessment for MCMC estimators is essential in practi...

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可逆马尔可夫链的多元矩最小二乘方差估计器

马尔科夫链蒙特卡罗（MCMC）是一种常用的方法，用于近似概率分布的期望值。在实际应用中，MCMC 估计数的不确定性评估至关重要。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Journal of Computational and Graphical Statistics 数学-统计学与概率论

CiteScore

3.50

自引率

8.30%

发文量

153

审稿时长

>12 weeks

期刊介绍： The Journal of Computational and Graphical Statistics (JCGS) presents the very latest techniques on improving and extending the use of computational and graphical methods in statistics and data analysis. Established in 1992, this journal contains cutting-edge research, data, surveys, and more on numerical graphical displays and methods, and perception. Articles are written for readers who have a strong background in statistics but are not necessarily experts in computing. Published in March, June, September, and December.