On some method for diagnosing convergence in MCMC setups via atoms and renewal sets
Control and Cybernetics (2007)
- Volume: 36, Issue: 4, page 985-1008
- ISSN: 0324-8569
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topRomaniuk, Maciej. "On some method for diagnosing convergence in MCMC setups via atoms and renewal sets." Control and Cybernetics 36.4 (2007): 985-1008. <http://eudml.org/doc/209542>.
@article{Romaniuk2007,
author = {Romaniuk, Maciej},
journal = {Control and Cybernetics},
keywords = {convergence diagnosis; Markov chain Monte Carlo; Markov property; atom; renewal set; renewal theory; automated diagnosis of simulations},
language = {eng},
number = {4},
pages = {985-1008},
title = {On some method for diagnosing convergence in MCMC setups via atoms and renewal sets},
url = {http://eudml.org/doc/209542},
volume = {36},
year = {2007},
}
TY - JOUR
AU - Romaniuk, Maciej
TI - On some method for diagnosing convergence in MCMC setups via atoms and renewal sets
JO - Control and Cybernetics
PY - 2007
VL - 36
IS - 4
SP - 985
EP - 1008
LA - eng
KW - convergence diagnosis; Markov chain Monte Carlo; Markov property; atom; renewal set; renewal theory; automated diagnosis of simulations
UR - http://eudml.org/doc/209542
ER -
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