Batch means and spectral variance estimators in Markov chain Monte Carlo

Mathematics

• Batch Means 100%
• Variance Estimator 74%
• Markov Chain Monte Carlo 68%
• Spectrality 49%
• Standard error 34%
• Consistency Conditions 21%
• Simulation 20%
• Estimator 19%
• Monte Carlo Experiment 19%
• Batch 18%
• Recommendations 17%
• Overlapping 17%
• Mean Square 16%
• Statistical Analysis 15%
• Asymptotic distribution 14%
• Gaussian distribution 14%
• Calculate 12%
• Output 12%
• Estimate 7%

Business & Economics

• Markov Chain Monte Carlo 79%
• Batch 67%
• Estimator 52%
• Standard Error 37%
• Simulation 22%
• Proportionality 21%
• Batch Size 21%
• Finite Sample Properties 20%
• Statistical Analysis 18%
• Monte Carlo Experiment 18%
• Normal Distribution 17%
• Overlapping 17%
• Guarantee 13%