Curvature, concentration and error estimates for Markov chain Monte Carlo
Work
Year: 2010
Type: article
Abstract: We provide explicit nonasymptotic estimates for the rate of convergence of empirical means of Markov chains, together with a Gaussian or exponential control on the deviations of empirical means. These... more
Source: The Annals of Probability
Authors Aldéric Joulin, Yann Ollivier
Institutions Université de Toulouse, École Normale Supérieure de Lyon, Centre National de la Recherche Scientifique
Cites: 35
Cited by: 133
Related to: 10
FWCI: 4.94
Citation percentile (by year/subfield): 99.98
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: bronze