Nonasymptotic Bounds on the Mean Square Error for MCMC Estimates via Renewal Techniques

Springer Proceedings in Mathematics and Statistics

Volumn 23, Issue , 2012, Pages 539-555

  Łatuszyński, Krzysztof ^a   Miasojedow, Błazej ^b   Niemiro, Wojciech ^c  

^a UNIVERSITY OF WARWICK   (United Kingdom)

^b UNIVERSITY OF WARSAW   (Poland)

^c NICOLAUS COPERNICUS UNIVERSITY   (Poland)

Author keywords

[No Author keywords available]

Indexed keywords

CHAINS; MONTE CARLO METHODS;

CONFIDENCE INTERVAL; MARKOV CHAIN MONTE CARLO; MCMC ALGORITHMS; NON-ASYMPTOTIC; NON-ASYMPTOTIC BOUNDS; RANDOM NUMBERS; RENEWAL THEORY;

MEAN SQUARE ERROR;

EID: 84888322375     PISSN: 21941009     EISSN: 21941017     Source Type: Conference Proceeding    
DOI: 10.1007/978-3-642-27440-4_31     Document Type: Conference Paper

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