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Nonasymptotic bounds on the estimation error of MCMC algorithms
Mean square error Computable bounds
2011/7/6
We address the problem of upper bounding the mean square error of MCMC estimators. Our analysis is non-asymptotic.
Estimation error for blind Gaussian time series filtering
Asymptotic Statistics Covariance Estimation Time Series
2010/3/10
In the frame of time series analysis, we compute the quadratic error in the
blind estimation of the projection operator for prediction with infinite past. The
estimation is made using only a single ...
The Variogram and Estimation Error in Connection with the Assessment of Continuous Streams
Variograms Estimation Error Estimation Error Variance Kriging Holder-type Variograms Ostrowski's Inequality Continuous Space Continuous Time Stochastic Process
2008/6/26
The paper briefly reviews the concept of the variogram and the estimation error variance in connection with certain estimation problems. This is done in the context of their development in mineralogy....