Exponential bounds and stopping rules for MCMC and general Markov chains

I. Kontoyiannis, Luis Alfonso Lastras-MontaƱo, Sean P. Meyn. Exponential bounds and stopping rules for MCMC and general Markov chains. In Luciano Lenzini, Rene L. Cruz, editors, Proceedings of the 1st International Conference on Performance Evaluation Methodolgies and Tools, VALUETOOLS 2006, Pisa, Italy, October 11-13, 2006. Volume 180 of ACM International Conference Proceeding Series, pages 45, ACM, 2006. [doi]

Abstract

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