maxbiostat / truncation_tests

Preliminary code to test truncation algorithms for infinite series and their applications in Statistics.
GNU General Public License v3.0
2 stars 1 forks source link

Look at this paper for a nice worked example with theoretical analysis #9

Open maxbiostat opened 3 years ago

maxbiostat commented 3 years ago

https://digital.library.adelaide.edu.au/dspace/bitstream/2440/60405/2/hdl_60405.pdf

Starting in page 5, the authors discuss how the "naive" approach can be improved upon for this particular example by bounding the error. My idea is to (i) verify that this series conforms to the assumptions (ii) given (i) holds, show that the adaptive (bounding pair) approach correctly recovers the right $\kappa$ (in their notation), i.e. the minimum number of iterations to achieve error below a certain threshold.