Convergence diagnosis to stationary distribution in MCMC methods via atoms and renewal sets

Maciej Romaniuk

Control and Cybernetics (2008)

  • Volume: 37, Issue: 1, page 205-229
  • ISSN: 0324-8569

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Romaniuk, Maciej. "Convergence diagnosis to stationary distribution in MCMC methods via atoms and renewal sets." Control and Cybernetics 37.1 (2008): 205-229. <http://eudml.org/doc/209547>.

@article{Romaniuk2008,
author = {Romaniuk, Maciej},
journal = {Control and Cybernetics},
keywords = {convergence diagnosis; atom; renewal set; renewal theory; automated diagnosis of simulations},
language = {eng},
number = {1},
pages = {205-229},
title = {Convergence diagnosis to stationary distribution in MCMC methods via atoms and renewal sets},
url = {http://eudml.org/doc/209547},
volume = {37},
year = {2008},
}

TY - JOUR
AU - Romaniuk, Maciej
TI - Convergence diagnosis to stationary distribution in MCMC methods via atoms and renewal sets
JO - Control and Cybernetics
PY - 2008
VL - 37
IS - 1
SP - 205
EP - 229
LA - eng
KW - convergence diagnosis; atom; renewal set; renewal theory; automated diagnosis of simulations
UR - http://eudml.org/doc/209547
ER -

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