56 citations · 97 across the 4 of their papers we have counts for
4 papers
Markov Chain Monte Carlo Estimation of Quantiles
Charles Doss, James M. Flegal, Galin L. Jones +1
We consider quantile estimation using Markov chain Monte Carlo and establish conditions under which the sampling distribution of the Monte Carlo error is approximately Normal. Furt…
On Convergence Properties of the Monte Carlo EM Algorithm
Ronald C. Neath
The Expectation-Maximization (EM) algorithm (Dempster, Laird and Rubin, 1977) is a popular method for computing maximum likelihood estimates (MLEs) in problems with missing data. E…
Component-Wise Markov Chain Monte Carlo: Uniform and Geometric Ergodicity under Mixing and Composition
Alicia A. Johnson, Galin L. Jones, Ronald C. Neath
It is common practice in Markov chain Monte Carlo to update the simulation one variable (or sub-block of variables) at a time, rather than conduct a single full-dimensional update.…
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…