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07/26/2019
Analyzing MCMC Output
Markov chain Monte Carlo (MCMC) is a sampling-based method for estimatin...
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04/26/2019
New visualizations for Monte Carlo simulations
In Monte Carlo simulations, samples are obtained from a target distribut...
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09/12/2018
Lugsail lag windows and their application to MCMC
Lag windows are commonly used in the time series, steady state simulatio...
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05/21/2018
Weighted batch means estimators in Markov chain Monte Carlo
This paper proposes a family of weighted batch means variance estimators...
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04/16/2018