Roberts, G.O. and Rosenthal, J.S. (1999b), The polar slice sampler. preprint Home/Search Document Details and Download
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Honest Exploration of Intractable Probability Distributions.. - Jones, Hobert (2000) (Correct)
....1 for some 0, then (9) holds with 2 h = Var (h(X 0 ) 2 1 X i=1 Cov (h(X 0 ) h(X i ) The subscript means that the variances and covariances are calculated under stationarity; i.e. assuming that X 0 . Geometric ergodicity is not necessary for CLTs (see e.g. Jarner and Roberts 2000). On the other hand, a CLT may fail to hold even in very simple applications of (subgeometric) MCMC. For example, Roberts (1999) shows that for the independence Metropolis algorithm from Example 1, a CLT (for all functions h that are bounded away from zero at 1) will not hold if 2. When a CLT ....
Roberts, G. O. and Rosenthal, J. S. (1999b). The polar slice sampler, Technical report, University of Toronto.
Recent Progress on Computable Bounds and the Simple Slice.. - Roberts, Rosenthal (1999) Self-citation (Roberts Rosenthal) (Correct)
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Roberts, G.O. and Rosenthal, J.S. (1999b), The polar slice sampler. preprint
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