A Short Review of Ergodicity and Convergence of Markov chain Monte Carlo Estimators
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This short note reviews the basic theory for quantifying both the asymptotic and preasymptotic convergence of Markov chain Monte Carlo estimators.
READ FULL TEXTThis short note reviews the basic theory for quantifying both the asymptotic and preasymptotic convergence of Markov chain Monte Carlo estimators.
READ FULL TEXT