Exponential inequalities for unbounded functions of geometrically ergodic Markov chains: applications to quantitative error bounds for regenerative Metropolis algorithms

Olivier Wintenberger

doi:10.1080/02331888.2016.1268205

Exponential inequalities for unbounded functions of geometrically ergodic Markov chains: applications to quantitative error bounds for regenerative Metropolis algorithms

Olivier Wintenberger

Department of Mathematical Sciences

4 Citations (Scopus)

Original language	English
Journal	Statistics
Volume	51
Issue number	1
Pages (from-to)	222-234
ISSN	0233-1888
DOIs	https://doi.org/10.1080/02331888.2016.1268205
Publication status	Published - 2 Jan 2017

Keywords

Markov chains
exponential inequalities
Metropolis algorithm
confidence interval

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10.1080/02331888.2016.1268205

http://arxiv.org/pdf/1511.01752Licence: Other

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KW - Markov chains

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Exponential inequalities for unbounded functions of geometrically ergodic Markov chains: applications to quantitative error bounds for regenerative Metropolis algorithms

Keywords

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