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
| Original language | English |
|---|---|
| Journal | Statistics |
| Volume | 51 |
| Issue number | 1 |
| Pages (from-to) | 222-234 |
| ISSN | 0233-1888 |
| DOIs | |
| Publication status | Published - 2017 |
- Markov chains, exponential inequalities, Metropolis algorithm, confidence interval
Research areas
Links
- http://arxiv.org/pdf/1511.01752
Submitted manuscript
ID: 183127682