A Short Review of Ergodicity and Convergence of Markov chain Monte Carlo Estimators

Abstract

This short note reviews the basic theory for quantifying both the asymptotic and preasymptotic convergence of Markov chain Monte Carlo estimators.

0

Turn this paper into a full lesson

ArcXiv compiles a staged curriculum from this paper: 8-12 lessons across beginner → advanced, synthesised section guides, visuals, flashcards, a quiz, exercises, and on-demand deep dives per section. Grounded in the abstract, never invented.

Discussion (0)

Sign in to join the discussion.

Loading comments…