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0908.2098
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Rigorous confidence bounds for MCMC under a geometric drift condition
14 August 2009
Krzysztof Latuszynski
Wojciech Niemiro
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Papers citing
"Rigorous confidence bounds for MCMC under a geometric drift condition"
14 / 14 papers shown
Dimension-independent Markov chain Monte Carlo on the sphere
Scandinavian Journal of Statistics (Scand. J. Stat.), 2021
H. Lie
Daniel Rudolf
Björn Sprungk
T. Sullivan
394
6
0
22 Dec 2021
On a Metropolis-Hastings importance sampling estimator
Daniel Rudolf
Björn Sprungk
323
22
0
18 May 2018
Complexity Results for MCMC derived from Quantitative Bounds
Jun Yang
Jeffrey S. Rosenthal
561
29
0
02 Aug 2017
Exponential inequalities for unbounded functions of geometrically ergodic Markov chains. Applications to quantitative error bounds for regenerative Metropolis algorithms
Olivier Wintenberger
209
7
0
05 Nov 2015
Information Geometry Approach to Parameter Estimation in Markov Chains
Masahito Hayashi
Shun Watanabe
361
41
0
16 Jan 2014
Error bounds of MCMC for functions with unbounded stationary variance
Daniel Rudolf
Nikolaus Schweizer
233
11
0
16 Dec 2013
Time series prediction via aggregation : an oracle bound including numerical cost
Andrés Sánchez-Pérez
AI4TS
514
6
0
18 Nov 2013
Variable transformation to obtain geometric ergodicity in the random-walk Metropolis algorithm
Leif Johnson
C. Geyer
325
56
0
27 Feb 2013
Dimension-Independent MCMC Sampling for Inverse Problems with Non-Gaussian Priors
Sebastian J. Vollmer
389
33
0
09 Feb 2013
Markov Chain Monte Carlo Estimation of Quantiles
Charles R. Doss
James M. Flegal
Galin L. Jones
R. Neath
355
44
0
26 Jul 2012
Spectral gaps for a Metropolis-Hastings algorithm in infinite dimensions
Martin Hairer
Andrew M. Stuart
Sebastian J. Vollmer
541
201
0
06 Dec 2011
Nonasymptotic bounds on the estimation error of MCMC algorithms
K. Latuszyñski
B. Miasojedow
Wojciech Niemiro
369
59
0
23 Jun 2011
CLTs and asymptotic variance of time-sampled Markov chains
K. Łatuszyński
Gareth O. Roberts
353
24
0
10 Feb 2011
Nonasymptotic bounds on the mean square error for MCMC estimates via renewal techniques
Krzysztof Latuszynski
B. Miasojedow
Wojciech Niemiro
448
10
0
31 Jan 2011
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