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Volumn 14, Issue 2, 2004, Pages 958-970

Optimal hoeffding bounds for discrete reversible Markov chains

Author keywords

Chernoff bounds; Large deviations; Markov chains; Perron Frobenius eigenvalue

Indexed keywords


EID: 26844496127     PISSN: 10505164     EISSN: 10505164     Source Type: Journal    
DOI: 10.1214/105051604000000170     Document Type: Article
Times cited : (70)

References (10)
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    • A probability inequality for the occupation measure of a reversible Markov chain
    • DINWOODIE, I. H. (1995). A probability inequality for the occupation measure of a reversible Markov chain. Ann. Appl. Probab. 5 37-43.
    • (1995) Ann. Appl. Probab. , vol.5 , pp. 37-43
    • Dinwoodie, I.H.1
  • 4
    • 0001135568 scopus 로고
    • Metropolis methods, Gaussian proposals and antithetic variables
    • Springer, Berlin
    • GREEN, P. and HAN, X.-L. (1992). Metropolis methods, Gaussian proposals and antithetic variables. Lecture Notes in Statist. 74 142-164. Springer, Berlin.
    • (1992) Lecture Notes in Statist. , vol.74 , pp. 142-164
    • Green, P.1    Han, X.-L.2
  • 5
    • 84947403595 scopus 로고
    • Probability inequalities for sums of bounded random variables
    • HOEFFDING, W. (1963). Probability inequalities for sums of bounded random variables. J. Amer. Statist. Assoc. 58 13-30.
    • (1963) J. Amer. Statist. Assoc. , vol.58 , pp. 13-30
    • Hoeffding, W.1
  • 6
    • 0032222170 scopus 로고    scopus 로고
    • Chernoff-type bound for finite Markov chains
    • LÉZAUD, P. (1998). Chernoff-type bound for finite Markov chains. Ann. Appl. Probab. 8 849-867.
    • (1998) Ann. Appl. Probab. , vol.8 , pp. 849-867
    • Lézaud, P.1
  • 9
    • 0015730787 scopus 로고
    • Optimum Monte Carlo sampling using Markov chains
    • PESKUN, P. H. (1973). Optimum Monte Carlo sampling using Markov chains. Biometrika 60 607-612.
    • (1973) Biometrika , vol.60 , pp. 607-612
    • Peskun, P.H.1
  • 10
    • 0003053548 scopus 로고
    • Bayesian computations via the Gibbs sampler and related Markov chain Monte Carlo
    • SMITH, A. F. M. and ROBERTS, G. O. (1993). Bayesian computations via the Gibbs sampler and related Markov chain Monte Carlo. J. R. Stat. Soc. Ser. B Stat. Methodol. 55 3-23.
    • (1993) J. R. Stat. Soc. Ser. B Stat. Methodol. , vol.55 , pp. 3-23
    • Smith, A.F.M.1    Roberts, G.O.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.