Does Waste Recycling Really Improve the Multi-Proposal Metropolis–Hastings algorithm? an Analysis Based on Control Variates (Q3402050): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1239/jap/1261670681 / rank | |||
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| Property / OpenAlex ID: W2079804417 / rank | |||
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| Property / cites work: Markov chains and stochastic stability / rank | |||
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Latest revision as of 11:09, 2 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Does Waste Recycling Really Improve the Multi-Proposal Metropolis–Hastings algorithm? an Analysis Based on Control Variates |
scientific article |
Statements
Does Waste Recycling Really Improve the Multi-Proposal Metropolis–Hastings algorithm? an Analysis Based on Control Variates (English)
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2 February 2010
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Metropolis-Hastings algorithm
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multi-proposal algorithm
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Monte Carlo Markov chain
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variance reduction
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control variates
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ergodic theorem
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central limit theorem
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