Hypothesis testing for Markov chain Monte Carlo
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Publication:341149
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
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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