title:
A Discrepancy bound of Markov chain quasiMonte Carlo 
name:
Rudolf 
first name:
Daniel

location/conference:
SPPJT13

PRESENTATIONlink:
http://www.dfgspp1324.de/nuhagtools/event_NEW/dateien/SPPJT13/talks/Rudolf_JT13.pdf 
abstract:
Markov chain Monte Carlo (MCMC) simulations are modeled as driven by true random numbers. We consider variance bounding Markov chains driven by a deterministic sequence of numbers. The stardiscrepancy provides a measure of efficiency of such Markov chain quasiMonte Carlo methods. We define a pushback discrepancy of the driver sequence and state a close relation to the stardiscrepancy. We prove that there exists a deterministic driver sequence such that the discrepancies decrease almost with the Monte Carlo rate $n^{1/2}$. 