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https://ar5iv.org/html/0805.3587

Explicit error bounds for lazy reversible Markov Chain Monte Carlo

We prove explicit, i.e., non-asymptotic, error bounds for Markov Chain Monte Carlo methods, such as the Metropolis algorithm. The problem is to compute the expectation (or integral) of with respect to a measure which…



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Explicit error bounds for lazy reversible Markov Chain Monte Carlo

https://ar5iv.org/html/0805.3587

We prove explicit, i.e., non-asymptotic, error bounds for Markov Chain Monte Carlo methods, such as the Metropolis algorithm. The problem is to compute the expectation (or integral) of with respect to a measure which…



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https://ar5iv.org/html/0805.3587

Explicit error bounds for lazy reversible Markov Chain Monte Carlo

We prove explicit, i.e., non-asymptotic, error bounds for Markov Chain Monte Carlo methods, such as the Metropolis algorithm. The problem is to compute the expectation (or integral) of with respect to a measure which…

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      We prove explicit, i.e., non-asymptotic, error bounds for Markov Chain Monte Carlo methods, such as the Metropolis algorithm. The problem is to compute the expectation (or integral) of with respect to a measure which…
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