Nonasymptotic Bounds on the Mean Square Error for MCMC Estimates via Renewal Techniques (Q5326129): Difference between revisions

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Latest revision as of 17:27, 6 July 2024

scientific article; zbMATH DE number 6193384
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Nonasymptotic Bounds on the Mean Square Error for MCMC Estimates via Renewal Techniques
scientific article; zbMATH DE number 6193384

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    Nonasymptotic Bounds on the Mean Square Error for MCMC Estimates via Renewal Techniques (English)
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    31 July 2013
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    split chain construction
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    Markov chain Monte Carlo trajectory
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    algorithm
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    nonasymptotic bounds
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    mean square error
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    renewal theory
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    sequential statistics
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    confidence intervals
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