Function-specific mixing times and concentration away from equilibrium

DOI10.1214/19-BA1151zbMath1460.60078arXiv1605.02077OpenAlexW2962677425MaRDI QIDQ2226692

Martin J. Wainwright, Michael I. Jordan, Maxim Rabinovich, Aaditya Ramdas

Publication date: 9 February 2021

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1605.02077

zbMATH Keywords

confidence intervalsMarkov chainsMarkov chain Monte Carloprobabilitystatisticsconcentration inequalitiessequential testing

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Markov processes: hypothesis testing (62M02)

Related Items

Long-term concentration of measure and cut-off

Uses Software

• BayesDA

Cites Work

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