Efficiency of finite state space Monte Carlo Markov chains (Q5953883): Difference between revisions

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Latest revision as of 21:11, 31 October 2024

scientific article; zbMATH DE number 1697559
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English
Efficiency of finite state space Monte Carlo Markov chains
scientific article; zbMATH DE number 1697559

    Statements

    Efficiency of finite state space Monte Carlo Markov chains (English)
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    29 July 2002
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    efficiency ordering
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    Markov chain Monte Carlo
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    Metropolis-Hastings algorithm
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    Peskun ordering
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    stationarity preserving and efficiency increasing probability mass transfers
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