Optimal thinning of MCMC output
The use of heuristics to assess the convergence and compress the output of Markov chain Monte Carlo can be sub-optimal in terms of the empirical approximations that are produced. Typically a number of the initial states are attributed to ‘burn in’ and removed, while the remainder of the chain is ‘th...
| Autors principals: | , , , |
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| Format: | Journal article |
| Idioma: | English |
| Publicat: |
Royal Statistical Society
2022
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