UC Irvine Today
Multivariate Output Analysis for MCMC
James Flegal, Department of Statistics, University of California, Riverside, presents a multivariate framework for terminating simulation in Markov chain Monte Carlo (MCMC) using a relative standard deviation fixed-volume sequential stopping rule.
No RSVP required. Seating on first-come, first-served basis.
Thursday, November 9 at 4:00pm to 5:00pm
Donald Bren Hall, 6011
6210 Donald Bren Hall, Irvine, CA 92697