Discrepancy bounds for uniformly ergodic Markov chain quasi-Monte Carlo

DOI10.1214/16-AAP1173zbMath1351.60100arXiv1303.2423OpenAlexW2963824660MaRDI QIDQ350715

Daniel Rudolf, Josef Dick, Houying Zhu

Publication date: 9 December 2016

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1303.2423

zbMATH Keywords

Markov chain Monte Carlodiscrepancy theoryprobabilistic methoduniformly ergodic Markov chain

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Bayesian inference (62F15) Monte Carlo methods (65C05) Discrete-time Markov processes on general state spaces (60J05) Numerical analysis or methods applied to Markov chains (65C40)

Related Items (5)

Discrepancy Estimates For Acceptance-Rejection Samplers Using Stratified Inputs ⋮ An Upper Bound of the Minimal Dispersion via Delta Covers ⋮ A table of short-period Tausworthe generators for Markov chain quasi-Monte Carlo ⋮ Convergence analysis of herded-Gibbs-type sampling algorithms: effects of weight sharing ⋮ Computation of Expectations by Markov Chain Monte Carlo Methods

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