MCMC convergence diagnosis via multivariate bounds on log-concave densities

Annals of Statistics

Volumn 26, Issue 1, 1998, Pages 398-433

  Brooks, Stephen P ^a  

^a UNIVERSITY OF BRISTOL   (United Kingdom)

Author keywords

Bounds; Estimation; Markov chain Monte Carlo; Simulation; Tail probability

Indexed keywords

EID: 0032372975     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/aos/1030563991     Document Type: Article

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