A few remarks on "fixed-width output analysis for Markov Chain Monte Carlo" by Jones et al.

Journal of the American Statistical Association

Volumn 102, Issue 480, 2007, Pages 1485-1486

  Bednorz, Witold ^a   Łatuszyński, Krzysztof ^b  

^a UNIVERSITY OF WARSAW   (Poland)

^b WARSAW SCHOOL OF ECONOMICS   (Poland)

Author keywords

Batch means; Geometric ergodicity; Markov chain; Regeneration; Regenerative simulation

Indexed keywords

EID: 38349059735     PISSN: 01621459     EISSN: None     Source Type: Journal    
DOI: 10.1198/016214507000000914     Document Type: Article

References (6)

1. Bednorz, W., and Łatuszyński, K. (2006), "A Regeneration Proof of the Central Limit Theorem for Uniformly Ergodic Markov Chains," Electronic Communications in Probability, to appear.
2. Bradley, R. C. (1983), "Information Regularity and the Central Limit Question," Rocky Mountain Journal of Mathematics, 13, 77-97.
3. Häggström, O. (2005), "On the Central Limit Theorem for Geometrically Ergodic Markov Chains," Probability Theory and Related Fields, 132, 74-82.
4. Hobert, J. P., Jones, G. L., Pressnell, B., and Rosenthal, J. S. (2002), "On the Applicability of Regenerative Simulation in Markov Chain Monte Carlo," Biometrika, 89, 731-743.
5. Jones, G. L., Haran, M., Caffo, B. S., and Neath, R. (2006), "Fixed-Width Output Analysis for Markov Chain Monte Carlo," Journal of the American Statistical Association, 101, 1537-1547.
6. Meyn, S. P., and Tweedie, R. L. (1993), Markov Chains and Stochastic Stability, London: Springer-Verlag.