Nonasymptotic bounds on the estimation error of MCMC algorithms (Q2435233): Difference between revisions

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Language	Label	Description	Also known as
English	Nonasymptotic bounds on the estimation error of MCMC algorithms	scientific article

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scholarly article

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Nonasymptotic bounds on the estimation error of MCMC algorithms (English)

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Krzysztof Łatuszyński

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Błażej Miasojedow

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Wojciech Niemiro

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publication date

4 February 2014

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full work available at URL

https://arxiv.org/abs/1106.4739

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zbMATH Keywords

asymptotic variance

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computable bounds

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confidence estimation

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drift conditions

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geometric ergodicity

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mean square error

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polynomial ergodicity

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regeneration

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MaRDI profile type

MaRDI publication profile

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A tail inequality for suprema of unbounded empirical processes with applications to Markov chains

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On the Markov Chain Simulation Method for Uniform Combinatorial Distributions and Simulated Annealing

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A New Approach to the Limit Theory of Recurrent Markov Chains

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Renewal theory and computable convergence rates for geometrically erdgodic Markov chains

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A regeneration proof of the central limit theorem for uniformly ergodic Markov chains

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Sharp Bounds for the Tails of Functionals of Markov Chains

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Moment and probability inequalities for sums of bounded additive functionals of regular Markov chains via the Nummelin splitting technique

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Practical drift conditions for subgeometric rates of convergence.

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Bounds on regeneration times and limit theorems for subgeometric Markov chains

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Quantitative bounds on convergence of time-inhomogeneous Markov chains

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Computable convergence rates for sub-geometric ergodic Markov chains

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Polynomial ergodicity of Markov transition kernels.

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\(V\)-subgeometric ergodicity for a Hastings-Metropolis algorithm

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Convergence of the Monte Carlo expectation maximization for curved exponential families.

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On the geometric ergodicity of hybrid samplers

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Sampling-Based Approaches to Calculating Marginal Densities

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A Chernoff Bound for Random Walks on Expander Graphs

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Hoeffding's inequality for uniformly ergodic Markov chains

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Geometric ergodicity of Gibbs and block Gibbs samplers for a hierarchical random effects model

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Polynomial convergence rates of Markov chains

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Necessary conditions for geometric and polynomial ergodicity of random-walk-type Markov chains

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Random generation of combinatorial structures from a uniform distribution

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Gibbs sampling for a Bayesian hierarchical general linear model

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Fixed-Width Output Analysis for Markov Chain Monte Carlo

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Honest exploration of intractable probability distributions via Markov chain Monte Carlo.

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Sufficient burn-in for Gibbs samplers for a hierarchical random effects model.

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Curvature, concentration and error estimates for Markov chain Monte Carlo

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Concentration inequalities for dependent random variables via the martingale method

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

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Rigorous confidence bounds for MCMC under a geometric drift condition

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Optimal Hoeffding bounds for discrete reversible Markov chains.

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On Excess Over the Boundary

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Geometric Convergence Rates for Stochastically Ordered Markov Chains

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Geometric Ergodicity of van Dyk and Meng's Algorithm for the Multivariate Student's<i>t</i>Model

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A measure concentration inequality for contracting Markov chains

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Simple Monte Carlo and the Metropolis algorithm

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Markov chains and stochastic stability

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Computable bounds for geometric convergence rates of Markov chains

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Regeneration in Markov Chain Samplers

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Fixed Precision MCMC Estimation by Median of Products of Averages

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A splitting technique for Harris recurrent Markov chains

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MC's for MCMC'ists

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Stability of the Gibbs sampler for Bayesian hierarchical models

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SMALL AND PSEUDO-SMALL SETS FOR MARKOV CHAINS

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General state space Markov chains and MCMC algorithms

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Quantitative non-geometric convergence bounds for independence samplers

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Bounds on regeneration times and convergence rates for Markov chains

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Minorization Conditions and Convergence Rates for Markov Chain Monte Carlo

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Rates of convergence for Gibbs sampling for variance component models

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Quantitative convergence rates of Markov chains: A simple account

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On Monte Carlo methods for Bayesian multivariate regression models with heavy-tailed errors

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Explicit error bounds for lazy reversible Markov chain Monte Carlo

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Concentration of measure inequalities for Markov chains and \(\Phi\)-mixing processes.

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Markov chains for exploring posterior distributions. (With discussion)

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Identifiers

zbMATH Open document ID

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10.3150/12-BEJ442

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

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