How to determine the error of a Markov Chain Monte Carlo Output
Bachelor Thesis
(2019)
Author(s)
F.J.C.M. Schürmann (TU Delft - Electrical Engineering, Mathematics and Computer Science)
Contributor(s)
G.N.J.C. Bierkens – Mentor (TU Delft - Statistics)
Faculty
Electrical Engineering, Mathematics and Computer Science
Copyright
© 2019 Femke Schürmann
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https://resolver.tudelft.nl/uuid:2801ccf1-87c7-4233-b0de-2f5d7325e629
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Publication Year
2019
Language
English
Copyright
© 2019 Femke Schürmann
Graduation Date
26-06-2019
Awarding Institution
Delft University of Technology
Programme
['Applied Mathematics']
Faculty
Electrical Engineering, Mathematics and Computer Science
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Abstract
This thesis discusses and compares methods which try to approximate the assymptotic variance.