| dc.contributor.author | Giakoumatos, Stefanos G. | en |
| dc.contributor.author | Vrontos, Ioannis D. | en |
| dc.contributor.author | Dellaportas, Petros | en |
| dc.contributor.author | Politis, Dimitris Nicolas | en |
| dc.creator | Giakoumatos, Stefanos G. | en |
| dc.creator | Vrontos, Ioannis D. | en |
| dc.creator | Dellaportas, Petros | en |
| dc.creator | Politis, Dimitris Nicolas | en |
| dc.date.accessioned | 2019-12-02T10:35:20Z | |
| dc.date.available | 2019-12-02T10:35:20Z | |
| dc.date.issued | 1999 | |
| dc.identifier.issn | 1061-8600 | |
| dc.identifier.uri | http://gnosis.library.ucy.ac.cy/handle/7/56872 | |
| dc.description.abstract | A new diagnostic procedure for assessing convergence of a Markov chain Monte Carlo (MCMC) simulation is proposed. The method is based on the use of subsampling for the construction of confidence regions from asymptotically stationary time series as developed in Politis, Romano, and Wolf. The MCMC subsampling diagnostic is capable of gauging at what point the chain has “forgotten” its starting points, as well as to indicate how many points are needed to estimate the parameters of interest according to the desired accuracy. Simulation examples are also presented showing that the diagnostic performs favorably in interesting cases. © 1999 American Statistical Association, Institute of Mathematical Statistics, and Interface Foundation of North America. | en |
| dc.source | Journal of Computational and Graphical Statistics | en |
| dc.source.uri | https://www.scopus.com/inward/record.uri?eid=2-s2.0-0033245945&doi=10.1080%2f10618600.1999.10474825&partnerID=40&md5=a823f2929d780c0a244e73d35271fcc4 | |
| dc.subject | Strong mixing | en |
| dc.subject | Confidence regions | en |
| dc.subject | Asymptotic stationarity | en |
| dc.title | A markov chain monte carlo convergence diagnostic using subsampling | en |
| dc.type | info:eu-repo/semantics/article | |
| dc.identifier.doi | 10.1080/10618600.1999.10474825 | |
| dc.description.volume | 8 | |
| dc.description.issue | 3 | |
| dc.description.startingpage | 431 | |
| dc.description.endingpage | 451 | |
| dc.author.faculty | Σχολή Θετικών και Εφαρμοσμένων Επιστημών / Faculty of Pure and Applied Sciences | |
| dc.author.department | Τμήμα Μαθηματικών και Στατιστικής / Department of Mathematics and Statistics | |
| dc.type.uhtype | Article | en |
| dc.description.notes | <p>Cited By :11</p> | en |
| dc.source.abbreviation | J.Comput.Graph.Stat. | en |
| dc.contributor.orcid | Vrontos, Ioannis D. [0000-0002-3283-6668] | |
| dc.gnosis.orcid | 0000-0002-3283-6668 | |
