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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

Event Type

Lectures / Presentations, Speakers

Audience

Faculty, General Public, Students, Graduate Students

Website

http://www.stat.uci.edu/seminar-series/

Cost

Free

Department

Information & Computer Sciences

Hashtag

#UCIBrenICS

Event Sponsor

Department of Statistics

Event Contact Email

lstieler@uci.edu

Event Contact Phone

949-824-3806

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