78 citations · 362 across the 40 of their papers we have counts for
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math.ST2013★ 10 cited
Error bounds of MCMC for functions with unbounded stationary variance
Daniel Rudolf, Nikolaus Schweizer
We prove explicit error bounds for Markov chain Monte Carlo (MCMC) methods to compute expectations of functions with unbounded stationary variance. We assume that there is a $p\in(…
math.ST2013★ 9 cited
Computation of expectations by Markov chain Monte Carlo methods
Erich Novak, Daniel Rudolf
Markov chain Monte Carlo (MCMC) methods are a very versatile and widely used tool to compute integrals and expectations. In this short survey we focus on error bounds, rules for ch…