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Which ergodic averages have finite asymptotic variance?
v1v2 (latest)

Which ergodic averages have finite asymptotic variance?

27 June 2016
George Deligiannidis
Anthony Lee
ArXiv (abs)PDFHTML

Papers citing "Which ergodic averages have finite asymptotic variance?"

3 / 3 papers shown
Title
Comparison of Markov chains via weak Poincaré inequalities with
  application to pseudo-marginal MCMC
Comparison of Markov chains via weak Poincaré inequalities with application to pseudo-marginal MCMC
Christophe Andrieu
Anthony Lee
Samuel Power
Andi Q. Wang
25
21
0
10 Dec 2021
Scalable Importance Tempering and Bayesian Variable Selection
Scalable Importance Tempering and Bayesian Variable Selection
Giacomo Zanella
Gareth O. Roberts
59
43
0
01 May 2018
Importance sampling type estimators based on approximate marginal MCMC
Importance sampling type estimators based on approximate marginal MCMC
M. Vihola
Jouni Helske
Jordan Franks
90
25
0
08 Sep 2016
1