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Nonasymptotic bounds on the estimation error for regenerative MCMC algorithms
28 July 2009
Krzysztof Latuszynski
B. Miasojedow
Wojciech Niemiro
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Papers citing
"Nonasymptotic bounds on the estimation error for regenerative MCMC algorithms"
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Title
Rigorous confidence bounds for MCMC under a geometric drift condition
Krzysztof Latuszynski
Wojciech Niemiro
103
29
0
14 Aug 2009
1
