Simple Confidence Intervals for MCMC Without CLTs
arXiv:1812.00126
Abstract
This short note argues that 95% confidence intervals for MCMC estimates can be obtained even without establishing a CLT, by multiplying their widths by 2.3.
4 pages
arXiv:1812.00126
This short note argues that 95% confidence intervals for MCMC estimates can be obtained even without establishing a CLT, by multiplying their widths by 2.3.
4 pages