Exponential concentration inequalities for additive functionals of Markov chains
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Publication:2786488
DOI10.1051/ps/2014032zbMath1364.60028arXiv1201.3569OpenAlexW2067067488MaRDI QIDQ2786488
Witold Bednorz, Radosław Adamczak
Publication date: 12 February 2016
Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1201.3569
Inequalities; stochastic orderings (60E15) Monte Carlo methods (65C05) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Renewal theory (60K05)
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Exponential inequalities for unbounded functions of geometrically ergodic Markov chains: applications to quantitative error bounds for regenerative Metropolis algorithms ⋮ Orlicz Integrability of Additive Functionals of Harris Ergodic Markov Chains ⋮ Adaptive confidence bands for Markov chains and diffusions: Estimating the invariant measure and the drift ⋮ Complexity results for MCMC derived from quantitative bounds ⋮ A martingale minimax exponential inequality for Markov chains ⋮ Hoeffding's inequality for non-irreducible Markov models ⋮ Statistical learning based on Markovian data maximal deviation inequalities and learning rates ⋮ General Bernstein-like inequality for additive functionals of Markov chains ⋮ Adaptive invariant density estimation for continuous-time mixing Markov processes under sup-norm risk ⋮ Unnamed Item ⋮ Uniform Chernoff and Dvoretzky-Kiefer-Wolfowitz-type inequalities for Markov chains and related processes ⋮ Unnamed Item
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