183 citations · 724 across the 42 of their papers we have counts for
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math.ST2019
Variance reduction for Markov chains with application to MCMC
D. Belomestny, L. Iosipoi, E. Moulines +2
In this paper we propose a novel variance reduction approach for additive functionals of Markov chains based on minimization of an estimate for the asymptotic variance of these fun…
math.ST2019
A quantitative Mc Diarmid's inequality for geometrically ergodic Markov chains
Antoine Havet, Matthieu Lerasle, Eric Moulines +1
We state and prove a quantitative version of the bounded difference inequality for geometrically ergodic Markov chains. Our proof uses the same martingale decomposition as \cite{MR…