Error bounds for computing the expectation by Markov chain Monte Carlo

DOI10.1515/MCMA.2010.012zbMath1208.65009arXiv0906.2359MaRDI QIDQ3068187

Daniel Rudolf

Publication date: 13 January 2011

Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0906.2359

zbMATH Keywords

eigenvalue; error bounds; burn-in; mixing time; Markov chain Monte Carlo methods

Mathematics Subject Classification ID

60J22: Computational methods in Markov chains

65C05: Monte Carlo methods

65C40: Numerical analysis or methods applied to Markov chains

Related Items

Rapid mixing of Swendsen–Wang dynamics in two dimensions, Information geometry approach to parameter estimation in Markov chains, On a Metropolis-Hastings importance sampling estimator, A weighted discrepancy bound of quasi-Monte Carlo importance sampling

Cites Work

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