Simple confidence intervals for MCMC without CLTs

@article{Rosenthal2017SimpleCI,
  title={Simple confidence intervals for MCMC without CLTs},
  author={J. Rosenthal},
  journal={Electronic Journal of Statistics},
  year={2017},
  volume={11},
  pages={211-214}
}
  • J. Rosenthal
  • Published 2017
  • Mathematics
  • Electronic Journal of Statistics
  • This short note argues that 95% confidence intervals for MCMC estimates can be obtained even without establishing a CLT, by multiplying their widths by 2.3. 
    Rare events and long-run risks☆
    Optimal Thinning of MCMC Output
    1
    Analyzing MCMC Output
    1

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