Nonasymptotic Bounds on the Mean Square Error for MCMC Estimates via Renewal Techniques (Q5326129)
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scientific article; zbMATH DE number 6193384
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonasymptotic Bounds on the Mean Square Error for MCMC Estimates via Renewal Techniques |
scientific article; zbMATH DE number 6193384 |
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Nonasymptotic Bounds on the Mean Square Error for MCMC Estimates via Renewal Techniques (English)
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31 July 2013
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split chain construction
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Markov chain Monte Carlo trajectory
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algorithm
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nonasymptotic bounds
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mean square error
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renewal theory
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sequential statistics
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confidence intervals
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