Error bounds of MCMC for functions with unbounded stationary variance
Year of publication: |
2015
|
---|---|
Authors: | Rudolf, Daniel ; Schweizer, Nikolaus |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 99.2015, C, p. 6-12
|
Publisher: |
Elsevier |
Subject: | Markov chain Monte Carlo | Absolute mean error | Uniform ergodicity | Spectral gap |
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