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Latest revision as of 04:11, 9 July 2024

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Comparison of asymptotic variances of inhomogeneous Markov chains with application to Markov chain Monte Carlo methods
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    Comparison of asymptotic variances of inhomogeneous Markov chains with application to Markov chain Monte Carlo methods (English)
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    17 October 2014
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    inhomogeneous Markov chains
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    asymptotic variance
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    Monte Carlo methods
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    Peskun ordering
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    pseudo-marginal algorithms
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