Explicit error bounds for Markov chain Monte Carlo

Dissertationes Mathematicae

Volumn , Issue 485, 2012, Pages 1-93

  Rudolf, Daniel ^a  

^a FRIEDRICH SCHILLER UNIVERSITY JENA   (Germany)

Author keywords

Ball walk; Burn in; Error bounds; Geometric ergodicity; Hit and run algorithm; Logconcave density; Markov chain Monte Carlo; Mean square error; Metropolis algorithm; Spectral gap; Uniform ergodicity

Indexed keywords

EID: 84862693230     PISSN: 00123862     EISSN: 17306310     Source Type: Journal    
DOI: 10.4064/dm485-0-1     Document Type: Article

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