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A note on concentration inequalities for the overlapped batch mean variance estimators for Markov chains

Fuente: arXiv

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Bibliographic Details
Main Authors:	Moulines, Eric, Naumov, Alexey, Samsonov, Sergey
Format:	Preprint
Published:	2025
Subjects:	Probability Statistics Theory Machine Learning 60J10, 60J22, 62M10
Online Access:	Acceder al recurso
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