26 citations · 55 across the 10 of their papers we have counts for
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stat.ME2009★ 26 cited
Rigorous confidence bounds for MCMC under a geometric drift condition
Krzysztof Latuszynski, Wojciech Niemiro
We assume a drift condition towards a small set and bound the mean square error of estimators obtained by taking averages along a single trajectory of a Markov chain Monte Carlo al…
stat.ME2009★ 5 cited
Nonasymptotic bounds on the estimation error for regenerative MCMC algorithms
Krzysztof Latuszynski, Blazej Miasojedow, Wojciech Niemiro
MCMC methods are used in Bayesian statistics not only to sample from posterior distributions but also to estimate expectations. Underlying functions are most often defined on a con…
stat.ME2009★ 5 cited
Regeneration and Fixed-Width Analysis of Markov Chain Monte Carlo Algorithms
Krzysztof Latuszynski
In the thesis we take the split chain approach to analyzing Markov chains and use it to establish fixed-width results for estimators obtained via Markov chain Monte Carlo procedure…