Variance reduction for diffusions (Q491924): Difference between revisions

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Latest revision as of 15:30, 10 July 2024

scientific article
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Variance reduction for diffusions
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    Variance reduction for diffusions (English)
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    19 August 2015
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    diffusions
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    asymptotic variance
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    rate of convergence
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    acceleration
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    Markov chain Monte Carlo methods
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    Identifiers

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