A quantitative McDiarmid's inequality for geometrically ergodic Markov chains
type: Item
instance of: scholarly article
title: A quantitative McDiarmid's inequality for geometrically ergodic Markov chains
zbMATH Open document ID: 1434.60174
DOI: 10.1214/20-ECP286
author: A. Havet
author: M. Lerasle
author: Eric Moulines
author: Elodie Vernet
published in: Electronic Communications in Probability
publication date: 2020-05-26T00:00:00Z
full work available at URL: https://arxiv.org/abs/1907.02809
full work available at URL: https://projecteuclid.org/euclid.ecp/1581325212
Mathematics Subject Classification ID: 60J05
Mathematics Subject Classification ID: 60E15
zbMATH DE Number: 7204037
zbMATH Keywords: concentration inequalities
zbMATH Keywords: Markov chains
zbMATH Keywords: geometric ergodicity
zbMATH Keywords: coupling
Wikidata QID: Q114060523
MaRDI profile type: MaRDI publication profile
arXiv ID: 1907.02809
cites work: A tail inequality for suprema of unbounded empirical processes with applications to Markov chains
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cites work: Markov Chains
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cites work: Concentration inequalities for Markov chains by Marton couplings and spectral methods
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cites work: Posterior consistency for nonparametric hidden Markov models with finite state space
OpenAlex ID: W3004647581
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description: scientific article