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This paper presents a graphical method for comparing performance of Markov Chain Monte Carlo methods.
An Introduction to Probability Theory and its Applications, Volume I, Third Edition
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Heidelberger, P. and Welch, P. D. (1981) · 1981
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Straatsma, T. P., Berendsen, H. J. C., and Stam, A. J. (1986) · 1986
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