Numerical integration using V-uniformly ergodic Markov chains

DOI10.1239/jap/1101840555zbMath1076.65004OpenAlexW2108412982MaRDI QIDQ4660534

Peter Mathé

Publication date: 4 April 2005

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/jap/1101840555

zbMATH Keywords

interpolationmean squared errorMarkov chainMonte Carlo integration

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) Numerical analysis or methods applied to Markov chains (65C40)

Related Items (3)

Rigorous confidence bounds for MCMC under a geometric drift condition ⋮ Perturbation theory for Markov chains via Wasserstein distance ⋮ Explicit error bounds for lazy reversible Markov chain Monte Carlo

Cites Work

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• Markov chains and stochastic stability
• Ergodic theorems. With a supplement by Antoine Brunel
• A note on Metropolis-Hastings kernels for general state spaces
• Geometric ergodicity of Metropolis algorithms
• Numerical Integration using Markov Chains

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