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

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Revision as of 21:39, 2 February 2024

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Nonasymptotic bounds on the estimation error of MCMC algorithms
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    Nonasymptotic bounds on the estimation error of MCMC algorithms (English)
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    4 February 2014
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    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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