Zero variance Markov chain Monte Carlo for Bayesian estimators (Q91280): Difference between revisions

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+October 2015Timestamp +2015-10-16T00:00:00Z
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@@ Property / publication date: 16 October 2015 / rank @@
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@@ Property / author @@
+Antonietta Mira
@@ Property / author: Antonietta Mira / rank @@
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@@ Property / author @@
+Reza Solgi
@@ Property / author: Reza Solgi / rank @@
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@@ Property / author @@
+Daniele Imparato
@@ Property / author: Daniele Imparato / rank @@
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@@ Property / title @@
+Zero variance Markov chain Monte Carlo for Bayesian estimators (English)
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@@ Property / zbMATH Open document ID @@
+.62212
@@ Property / zbMATH Open document ID: 1322.62212 / rank @@
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@@ Property / full work available at URL @@
+https://arxiv.org/abs/1012.2983
@@ Property / full work available at URL: https://arxiv.org/abs/1012.2983 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+F15
@@ Property / Mathematics Subject Classification ID: 62F15 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+J02
@@ Property / Mathematics Subject Classification ID: 62J02 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+J22
@@ Property / Mathematics Subject Classification ID: 60J22 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+F05
@@ Property / Mathematics Subject Classification ID: 60F05 / rank @@
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@@ Property / zbMATH DE Number @@
+6495081
@@ Property / zbMATH DE Number: 6495081 / rank @@
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@@ Property / zbMATH Keywords @@
+control variates
@@ Property / zbMATH Keywords: control variates / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+GARCH models
@@ Property / zbMATH Keywords: GARCH models / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+logistic regression
@@ Property / zbMATH Keywords: logistic regression / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Metropolis-Hastings algorithm
@@ Property / zbMATH Keywords: Metropolis-Hastings algorithm / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+variance reduction
@@ Property / zbMATH Keywords: variance reduction / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / OpenAlex ID @@
+W1993276303
@@ Property / OpenAlex ID: W1993276303 / rank @@
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@@ Property / arXiv ID @@
+.2983
@@ Property / arXiv ID: 1012.2983 / rank @@
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@@ Property / cites work @@
+Bayesian Analysis of Binary and Polychotomous Response Data
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+Financial risk management with Bayesian estimation of GARCH models. Theory and applica\-tions.
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+Improving Stochastic Relaxation for Gussian Random Fields
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+General over-relaxation Markov chain Monte Carlo algorithms for Gaussian densities
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+On the geometric ergodicity of hybrid samplers
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+Sampling-Based Approaches to Calculating Marginal Densities
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+Batch size effects on the efficiency of control variates in simulation
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+Markov chains for exploring posterior distributions. (With discussion)
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@@ links / mardi / name / links / mardi / name @@
+Publication:91280