339 citations · 551 across the 39 of their papers we have counts for
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stat.ME2011★ 34 cited
Nonasymptotic bounds on the estimation error of MCMC algorithms
Krzysztof Łatuszyński, Błażej Miasojedow, Wojciech Niemiro
We address the problem of upper bounding the mean square error of MCMC estimators. Our analysis is nonasymptotic. We first establish a general result valid for essentially all ergo…
stat.CO2011
Nonasymptotic bounds on the mean square error for MCMC estimates via renewal techniques
Krzysztof Latuszynski, Blazej Miasojedow, Wojciech Niemiro
The Nummellin's split chain construction allows to decompose a Markov chain Monte Carlo (MCMC) trajectory into i.i.d. "excursions". RegenerativeMCMC algorithms based on this techni…