Nonasymptotic bounds on the estimation error of MCMC algorithms

Bernoulli

Volumn 19, Issue 5 A, 2013, Pages 2033-2066

  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

Asymptotic variance; Computable bounds; Confidence estimation; Drift conditions; Geometric ergodicity; Mean square error; Polynomial ergodicity; Regeneration

Indexed keywords

EID: 84888370510     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.3150/12-BEJ442     Document Type: Article

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