Simple Confidence Intervals for MCMC Without CLTs
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Abstract (arXiv)
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.
Key facts. Cited by 2 papers in the map (data through 14 Oct 2026). First posted on arXiv 1 Dec 2018.
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Citing papers per year: 2023: 1; 2024: 0; 2025: 0; 2026: 1.
2 papers.
- 2026Rare Event Analysis of Large Language Modelscited by 8
- 2023Estimating optimal PAC-Bayes bounds with Hamiltonian Monte Carlocited by 1
- 2026Rare Event Analysis of Large Language Models6 Feb 2026
- 2023Estimating optimal PAC-Bayes bounds with Hamiltonian Monte Carlo30 Oct 2023