Exponential inequalities for unbounded functions of geometrically ergodic Markov chains: applications to quantitative error bounds for regenerative Metropolis algorithms (Q5276180)
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scientific article; zbMATH DE number 6745884
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exponential inequalities for unbounded functions of geometrically ergodic Markov chains: applications to quantitative error bounds for regenerative Metropolis algorithms |
scientific article; zbMATH DE number 6745884 |
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Exponential inequalities for unbounded functions of geometrically ergodic Markov chains: applications to quantitative error bounds for regenerative Metropolis algorithms (English)
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14 July 2017
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Markov chains
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exponential inequalities
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Metropolis algorithm
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confidence interval
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Markov chain Monte Carlo
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