Cover Image

Unbiased time-average estimators for Markov chains

Fuente: arXiv

Saved in:

Bibliographic Details
Main Author:	Kahale, Nabil
Format:	Preprint
Published:	2022
Subjects:	Statistics Theory Computation
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Unbiased least squares regression via averaged stochastic gradient descent
by: Kahalé, Nabil
Published: (2024)

Quantifying the effectiveness of linear preconditioning in Markov chain Monte Carlo
by: Hird, Max, et al.
Published: (2023)

Multivariate strong invariance principles in Markov chain Monte Carlo
by: Banerjee, Arka, et al.
Published: (2022)

On the fundamental limitations of multiproposal Markov chain Monte Carlo algorithms
by: Pozza, Francesco, et al.
Published: (2024)

Hoeffding's inequality for continuous-time Markov chains
by: Liu, Jinpeng, et al.
Published: (2024)

A calculus for Markov chain Monte Carlo: studying approximations in algorithms
by: Caprio, Rocco, et al.
Published: (2023)

Reversible Markov chains: variational representations and ordering
by: Sherlock, Chris
Published: (2018)

Affine invariant interacting Langevin dynamics in Markov chain importance sampling for rare event estimation
by: Beh, Jason, et al.
Published: (2025)

Bernstein's inequalities for general Markov chains
by: Jiang, Bai, et al.
Published: (2018)

A coupling-based approach to f-divergences diagnostics for Markov chain Monte Carlo
by: Corenflos, Adrien, et al.
Published: (2025)

Unbiased estimation in one-parameter exponential families for the inverse of the natural parameter with extensions
by: Bhagwat, Pankaj, et al.
Published: (2025)

Covariance estimation using Markov chain Monte Carlo
by: Kook, Yunbum, et al.
Published: (2024)

General multilevel Monte Carlo methods for pricing discretely monitored Asian options
by: Kahale, Nabil
Published: (2018)

A non-asymptotic error analysis for parallel Monte Carlo estimation from many short Markov chains
by: Brown, Austin
Published: (2024)

On the lumpability of tree-valued Markov chains
by: Alves, Rodrigo B., et al.
Published: (2024)

Intrinsic effective sample size for manifold-valued Markov chain Monte Carlo via kernel discrepancy
by: You, Kisung
Published: (2026)

Performing global sensitivity analysis on simulations of a continuous-time Markov chain model motivated by epidemiology
by: Kouye, Henri Mermoz, et al.
Published: (2022)

Multi-state model with temporal-consistent survival analysis for homogeneous Markov chains
by: Escobar-Bach, Mikael, et al.
Published: (2026)

Mixing properties of some Markov chains models in random environments
by: Lovas, Attila, et al.
Published: (2025)

Efficient Unbiased Sparsification
by: Barnes, Leighton, et al.
Published: (2024)

Asymptotic properties and drift parameter estimations of the ergodic double Heston model based on continuous-time observations
by: Alaya, Mohamed Ben, et al.
Published: (2025)

On spectral gap decomposition for Markov chains
by: Qin, Qian
Published: (2025)

Unbiased estimators for the Heston model with stochastic interest rates
by: Zheng, Chao, et al.
Published: (2023)

Uniform mean estimation via generic chaining
by: Bartl, Daniel, et al.
Published: (2025)

Randomization-based Z-estimation for evaluating average and individual treatment effects
by: Qu, Tianyi, et al.
Published: (2024)

Estimating quantum Markov chains using coherent absorber post-processing and pattern counting estimator
by: Girotti, Federico, et al.
Published: (2024)

Improved distance correlation estimation
by: Monroy-Castillo, Blanca E., et al.
Published: (2024)

Regenerative bootstrap for $β$-null recurrent Markov chains
by: Fernández, Carlos
Published: (2024)

A Short Note on the Efficiency of Markov Chains for Bayesian Linear Regression Models with Heavy-Tailed Errors
by: Hamura, Yasuyuki
Published: (2024)

Reduction and classification of higher-order Markov chains
by: Gallesco, Christophe, et al.
Published: (2026)

Wild regenerative block bootstrap for Harris recurrent Markov chains
by: Choi, Kyuseong, et al.
Published: (2025)

Conditioning continuous-time Markov processes by guiding
by: Corstanje, Marc, et al.
Published: (2021)

Mad Props: Parallelism in Markov Chain Monte Carlo Through the Lens of the Infinite Proposal Limit
by: Glatt-Holtz, Nathan E., et al.
Published: (2026)

Geometric ergodicity of trans-dimensional Markov chain Monte Carlo algorithms
by: Qin, Qian
Published: (2023)

Rate doubly robust estimation for weighted average treatment effects
by: Wang, Yiming, et al.
Published: (2025)

Unbiased Estimating Equation on Inverse Divergence and Its Conditions
by: Kobayashi, Masahiro, et al.
Published: (2024)

Robust estimations from distribution structures: I. Mean
by: Tuobang, Li
Published: (2024)

A variational framework for modal estimation
by: LeMinh, Tâm, et al.
Published: (2026)

An Unbiased Variance Estimator with Denominator $N$
by: Akita, Dai
Published: (2025)

Asymptotic properties of the maximum likelihood estimator for Hidden Markov Models indexed by binary trees
by: Weibel, Julien
Published: (2024)