Nonasymptotic bounds on the estimation error of MCMC algorithms

DOI10.3150/12-BEJ442zbMath1412.60110arXiv1106.4739OpenAlexW3099337807WikidataQ96748970 ScholiaQ96748970MaRDI QIDQ2435233

Wojciech Niemiro, Krzysztof Łatuszyński, Błażej Miasojedow

Publication date: 4 February 2014

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1106.4739

zbMATH Keywords

asymptotic variancemean square errorgeometric ergodicitypolynomial ergodicityregenerationcomputable boundsconfidence estimationdrift conditions

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Bayesian inference (62F15) Monte Carlo methods (65C05)

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