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Rigorous confidence bounds for MCMC under a geometric drift condition

  • Published:2011-02 Issue:1 Volume:27 Page:23-38
  • ISSN:0885-064X
  • Container-title:Journal of Complexity
  • language:en
  • Short-container-title:Journal of Complexity

Author:

Łatuszyński Krzysztof,Niemiro Wojciech

Publisher

Elsevier BV

Subject

Applied Mathematics,Control and Optimization,Numerical Analysis,Statistics and Probability,Algebra and Number Theory,General Mathematics

Reference50 articles.

1. A tail inequality for suprema of unbounded empirical processes with applications to Markov chains;Adamczak;Electron. J. Probab.,2008

2. On the Markov chain simulation method for uniform combinatorial distributions and simulated annealing;Aldous;Probab. Engrg. Inform. Sci.,1987

3. Renewal theory and computable convergence rates for geometrically ergodic Markov Chains;Baxendale;Ann. Appl. Probab.,2005

4. W. Bednorz, On the Kendall Theorem and its application to the geometric ergodicity of Markov chains, 2010 (preprint).

5. A few remarks on “Fixed-width output analysis for Markov Chain Monte Carlo” by Jones et al.;Bednorz;J. Amer. Statist. Assoc.,2007

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