Markov chain Monte Carlo confidence intervals

DOI10.3150/15-BEJ712zbMath1345.60074arXiv1209.0703MaRDI QIDQ282567

Yves F. Atchadé

Publication date: 12 May 2016

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1209.0703

zbMATH Keywords

confidence intervalsMarkov chainsMonte Carlo methodBerry-Esseen boundsmartingale approximationlag-window estimators

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Numerical analysis or methods applied to Markov chains (65C40)

Related Items (2)

Bayesian approach for confidence intervals of variance on the normal distribution ⋮ Mixing time estimation in reversible Markov chains from a single sample path

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