Nonasymptotic bounds on the estimation error of MCMC algorithms (Q2435233)
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scientific article
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| English | 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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0.8362157940864563
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0.8250529170036316
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0.8131668567657471
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0.8110710978507996
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0.7975916266441345
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