Explicit error bounds for Markov chain Monte Carlo
type: Item
instance of: scholarly article
title: Explicit error bounds for Markov chain Monte Carlo
zbMATH Open document ID: 1273.60090
author: Daniel Rudolf
published in: Dissertationes Mathematicae
publication date: 2012-07-13T00:00:00Z
full work available at URL: https://arxiv.org/abs/1108.3201
Mathematics Subject Classification ID: 60J22
Mathematics Subject Classification ID: 60J05
Mathematics Subject Classification ID: 60J10
Mathematics Subject Classification ID: 37A25
zbMATH DE Number: 6056013
zbMATH Keywords: Markov chain Monte Carlo
zbMATH Keywords: spectral gap
zbMATH Keywords: uniform ergodicity
zbMATH Keywords: geometric ergodicity
zbMATH Keywords: burn-in
zbMATH Keywords: error bounds
zbMATH Keywords: metropolis algorithm
zbMATH Keywords: ball walk
zbMATH Keywords: mean square error
zbMATH Keywords: log-concave density
zbMATH Keywords: hit-and-run algorithm
MaRDI profile type: Publication
OpenAlex ID: W1995772505
arXiv ID: 1108.3201
DOI: 10.4064/DM485-0-1
description: scientific article; zbMATH DE number 6056013