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math.ST2007★ 275 cited
Markov Chain Monte Carlo: Can We Trust the Third Significant Figure?
James M. Flegal, Murali Haran, Galin L. Jones
Current reporting of results based on Markov chain Monte Carlo computations could be improved. In particular, a measure of the accuracy of the resulting estimates is rarely reporte…
math.ST2006
Fixed-width output analysis for Markov chain Monte Carlo
Galin Jones, Murali Haran, Brian Caffo +1
Markov chain Monte Carlo is a method of producing a correlated sample in order to estimate features of a target distribution via ergodic averages. A fundamental question is when sh…