Comparison of asymptotic variances of inhomogeneous Markov chains with application to Markov chain Monte Carlo methods (Q464192): Difference between revisions

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+J22
@@ Property / Mathematics Subject Classification ID: 60J22 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+J10
@@ Property / Mathematics Subject Classification ID: 60J10 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+C05
@@ Property / Mathematics Subject Classification ID: 65C05 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+C40
@@ Property / Mathematics Subject Classification ID: 65C40 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+J10
@@ Property / Mathematics Subject Classification ID: 62J10 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6357973
@@ Property / zbMATH DE Number: 6357973 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+inhomogeneous Markov chains
@@ Property / zbMATH Keywords: inhomogeneous Markov chains / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+asymptotic variance
@@ Property / zbMATH Keywords: asymptotic variance / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Monte Carlo methods
@@ Property / zbMATH Keywords: Monte Carlo methods / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Peskun ordering
@@ Property / zbMATH Keywords: Peskun ordering / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+pseudo-marginal algorithms
@@ Property / zbMATH Keywords: pseudo-marginal algorithms / rank @@
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / arXiv ID @@
+.3719
@@ Property / arXiv ID: 1307.3719 / rank @@
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@@ Property / cites work @@
+The pseudo-marginal approach for efficient Monte Carlo computations
+Normal rank
@@ Property / cites work @@
+Convergence properties of pseudo-marginal Markov chain Monte Carlo algorithms
+Normal rank
@@ Property / cites work @@
+Q4864274
@@ Property / cites work: Q4864274 / rank @@
+Normal rank
@@ Property / cites work @@
+On variance conditions for Markov chain CLTs
@@ Property / cites work: On variance conditions for Markov chain CLTs / rank @@
+Normal rank
@@ Property / cites work @@
+Yet Another Look at Harris’ Ergodic Theorem for Markov Chains
+Normal rank
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+Monte Carlo sampling methods using Markov chains and their applications
+Normal rank
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+The Multiple-Try Method and Local Optimization in Metropolis Sampling
+Normal rank
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+Ordering and improving the performance of Monte Carlo Markov chains.
+Normal rank
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+Optimum Monte-Carlo sampling using Markov chains
@@ Property / cites work: Optimum Monte-Carlo sampling using Markov chains / rank @@
+Normal rank
@@ Property / cites work @@
+Q4828566
@@ Property / cites work: Q4828566 / rank @@
+Normal rank
@@ Property / cites work @@
+General state space Markov chains and MCMC algorithms
+Normal rank
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+The Calculation of Posterior Distributions by Data Augmentation
+Normal rank
@@ Property / cites work @@
+A note on Metropolis-Hastings kernels for general state spaces
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:464192