Establishing some order amongst exact approximations of MCMCs (Q350683): Difference between revisions
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| Property / author | |||
| Property / author: Christophe Andrieu / rank | |||
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| Property / author: Matti Vihola / rank | |||
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| Property / author: Christophe Andrieu / rank | |||
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| Property / author: Matti Vihola / rank | |||
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| Property / Mathematics Subject Classification ID: 60J22 / rank | |||
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| Property / Mathematics Subject Classification ID: 60J05 / rank | |||
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| Property / Mathematics Subject Classification ID: 60E15 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 65C05 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6662295 / rank | |||
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| Property / zbMATH Keywords | |||
asymptotic variance | |||
| Property / zbMATH Keywords: asymptotic variance / rank | |||
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convex order | |||
| Property / zbMATH Keywords: convex order / rank | |||
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Markov chain Monte Carlo | |||
| Property / zbMATH Keywords: Markov chain Monte Carlo / rank | |||
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martingale coupling | |||
| Property / zbMATH Keywords: martingale coupling / rank | |||
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pseudo-marginal algorithm | |||
| Property / zbMATH Keywords: pseudo-marginal algorithm / rank | |||
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| Property / Wikidata QID | |||
| Property / Wikidata QID: Q109746489 / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / arXiv ID: 1404.6909 / rank | |||
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| links / mardi / name | links / mardi / name | ||
Latest revision as of 13:48, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Establishing some order amongst exact approximations of MCMCs |
scientific article |
Statements
Establishing some order amongst exact approximations of MCMCs (English)
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9 December 2016
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asymptotic variance
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convex order
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Markov chain Monte Carlo
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martingale coupling
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pseudo-marginal algorithm
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