Hypothesis testing for Markov chain Monte Carlo

DOI10.1007/S11222-015-9594-1zbMath1505.62173arXiv1409.7986OpenAlexW1757251606MaRDI QIDQ341149

Daniel Paulin, Benjamin M. Gyori

Publication date: 16 November 2016

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1409.7986

zbMATH Keywords

dynamical systemshypothesis testMCMCODE models

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Discrete-time Markov processes on general state spaces (60J05) Sequential statistical analysis (62L10)

Cites Work

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• General state space Markov chains and MCMC algorithms
• Nearly optimal sequential tests of composite hypotheses
• Optimal Hoeffding bounds for discrete reversible Markov chains.
• Hoeffding's inequalities for geometrically ergodic Markov chains on general state space
• Concentration inequalities for Markov chains by Marton couplings and spectral methods
• Optimal stopping and sequential tests which minimize the maximum expected sample size
• Testing Statistical Hypotheses
• Sequential Tests of Statistical Hypotheses

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