Hoeffding's inequality for uniformly ergodic Markov chains
From MaRDI portal
Publication:1612983
DOI10.1016/S0167-7152(01)00158-4zbMath0999.60019OpenAlexW2082040833MaRDI QIDQ1612983
Publication date: 5 September 2002
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-7152(01)00158-4
Related Items
On ordinal comparison of policies in Markov reward processes, A Hoeffding-type inequality for ergodic time series, Approximating a sequence of observations by a simple process, Nonanticipative Duality of Sources and Channels with Memory and Feedback, Nonasymptotic Bounds on the Mean Square Error for MCMC Estimates via Renewal Techniques, Rigorous confidence bounds for MCMC under a geometric drift condition, Moderate deviations and hypothesis testing for signal detection problem, Concentration inequalities for output statistics of quantum Markov processes, Hoeffding's inequality for non-irreducible Markov models, Matrix-Analytic Methods for Solving Poisson’s Equation with Applications to Markov Chains of GI/G/1-Type, On the occupancy problem for a regime-switching model, Approximate implementation in Markovian environments, Robustness and generalization, Community structure recovery and interaction probability estimation for gossip opinion dynamics, Consistency of the maximum likelihood estimator for general hidden Markov models, Uniform accuracy of the maximum likelihood estimates for probabilistic models of biological sequences, Learning from non-irreducible Markov chains, Nonasymptotic bounds on the estimation error of MCMC algorithms, Probability inequalities for bounded random vectors, Efficient estimators for functionals of Markov chains with parametric marginals., Asymptotic synchronization for finite-state sources, Hoeffding's inequalities for geometrically ergodic Markov chains on general state space, Generalization performance of least-square regularized regression algorithm with Markov chain samples, Markov chain Monte Carlo estimation of quantiles, Bayesian consistency for a nonparametric stationary Markov model, Lower bounds for moments of global scores of pairwise Markov chains, On the Foundations and the Applications of Evolutionary Computing, Augmented truncation approximations to the solution of Poisson's equation for Markov chains, Meet your expectations with guarantees: beyond worst-case synthesis in quantitative games, On Hoeffding and Bernstein type inequalities for sums of random variables in non-additive measure spaces and complete convergence, Sample path optimality for a Markov optimization problem, Exponential Inequalities for Bounded Random Variables, Large deviation asymptotics and control variates for simulating large functions, On convergence rate of the Shannon entropy rate of ergodic Markov chains via sample-path simulation, Hoeffding's Inequality for Stopped Martingales and Semi-Markov Processes, Probabilistic system opacity in discrete event systems, Online change detection of Markov chains with unknown post-change transition probabilities, Hoeffding's inequality for Markov processes via solution of Poisson's equation, A Hoeffding inequality for Markov chains using a generalized inverse, Fast convergence to state-action frequency polytopes for MDPs, Learning from uniformly ergodic Markov chains, A Hoeffding's inequality for uniformly ergodic diffusion process, Unnamed Item, Fundamental design principles for reinforcement learning algorithms, Unnamed Item, Dynamics of the Box-Ball System with Random Initial Conditions via Pitman’s Transformation
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Markov chains and stochastic stability
- Multiplicative ergodicity and large deviations for an irreducible Markov chain.
- Weighted sums of certain dependent random variables
- Stationarity detection in the initial transient problem
- Kernel-based reinforcement learning in average-cost problems
- Probability Inequalities for Sums of Bounded Random Variables
