On the asymptotic variance of reversible Markov chain without cycles

DOI10.1016/J.SPL.2018.01.020zbMath1406.60106arXiv1712.03808OpenAlexW2773003368MaRDI QIDQ1640957

Chi-Hao Wu, Ting-Li Chen

Publication date: 14 June 2018

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1712.03808

zbMATH Keywords

rate of convergenceMarkov chain Monte Carloasymptotic variancereversibility

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items (1)

On multiple acceleration of reversible Markov chain

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