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

Research output: Contribution to journal › Journal article › Research › peer-review

Standard

Exponential inequalities for unbounded functions of geometrically ergodic Markov chains : applications to quantitative error bounds for regenerative Metropolis algorithms. / Wintenberger, Olivier.

In: Statistics, Vol. 51, No. 1, 2017, p. 222-234.

Research output: Contribution to journal › Journal article › Research › peer-review

Harvard

Wintenberger, O 2017, 'Exponential inequalities for unbounded functions of geometrically ergodic Markov chains: applications to quantitative error bounds for regenerative Metropolis algorithms', Statistics, vol. 51, no. 1, pp. 222-234. https://doi.org/10.1080/02331888.2016.1268205

APA

Wintenberger, O. (2017). Exponential inequalities for unbounded functions of geometrically ergodic Markov chains: applications to quantitative error bounds for regenerative Metropolis algorithms. Statistics, 51(1), 222-234. https://doi.org/10.1080/02331888.2016.1268205

Vancouver

Wintenberger O. Exponential inequalities for unbounded functions of geometrically ergodic Markov chains: applications to quantitative error bounds for regenerative Metropolis algorithms. Statistics. 2017;51(1):222-234. https://doi.org/10.1080/02331888.2016.1268205

Author

Wintenberger, Olivier. / Exponential inequalities for unbounded functions of geometrically ergodic Markov chains : applications to quantitative error bounds for regenerative Metropolis algorithms. In: Statistics. 2017 ; Vol. 51, No. 1. pp. 222-234.

Bibtex

@article{95fff7dfbe8742c690ed6b522e44cc37,
title = "Exponential inequalities for unbounded functions of geometrically ergodic Markov chains: applications to quantitative error bounds for regenerative Metropolis algorithms",
keywords = "Markov chains, exponential inequalities, Metropolis algorithm, confidence interval",
author = "Olivier Wintenberger",
year = "2017",
doi = "10.1080/02331888.2016.1268205",
language = "English",
volume = "51",
pages = "222--234",
journal = "Statistics",
issn = "0233-1888",
publisher = "Taylor & Francis",
number = "1",

}

RIS

TY - JOUR

T1 - Exponential inequalities for unbounded functions of geometrically ergodic Markov chains

T2 - applications to quantitative error bounds for regenerative Metropolis algorithms

AU - Wintenberger, Olivier

PY - 2017

Y1 - 2017

KW - Markov chains

KW - exponential inequalities

KW - Metropolis algorithm

KW - confidence interval

U2 - 10.1080/02331888.2016.1268205

DO - 10.1080/02331888.2016.1268205

M3 - Journal article

VL - 51

SP - 222

EP - 234

JO - Statistics

JF - Statistics

SN - 0233-1888

IS - 1

ER -

ID: 183127682