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math.PR2020★ 12 cited
Explicit Mean-Square Error Bounds for Monte-Carlo and Linear Stochastic Approximation
Shuhang Chen, Adithya M. Devraj, Ana Bušić +1
This paper concerns error bounds for recursive equations subject to Markovian disturbances. Motivating examples abound within the fields of Markov chain Monte Carlo (MCMC) and Rein…
math.PR2018
Loynes construction for the extended bipartite matching
Pascal Moyal, Ana Busic, Jean Mairesse
We propose an explicit construction of the stationary state of Extended Bipartite Matching (EBM) models, as defined in (Busic et. al., 2013). We use a Loynes-type backwards scheme…