Establishing some order amongst exact approximations of MCMCs (Q350683): Difference between revisions
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Property / author: Christophe Andrieu / rank | |||
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Property / author: Matti Vihola / rank | |||
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Property / author: Matti Vihola / rank | |||
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Property / Mathematics Subject Classification ID: 60J22 / rank | |||
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Property / Mathematics Subject Classification ID: 60J05 / rank | |||
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Property / Mathematics Subject Classification ID: 60E15 / rank | |||
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Property / Mathematics Subject Classification ID: 65C05 / rank | |||
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Property / zbMATH DE Number: 6662295 / rank | |||
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asymptotic variance | |||
Property / zbMATH Keywords: asymptotic variance / rank | |||
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convex order | |||
Property / zbMATH Keywords: convex order / rank | |||
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Markov chain Monte Carlo | |||
Property / zbMATH Keywords: Markov chain Monte Carlo / rank | |||
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martingale coupling | |||
Property / zbMATH Keywords: martingale coupling / rank | |||
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pseudo-marginal algorithm | |||
Property / zbMATH Keywords: pseudo-marginal algorithm / rank | |||
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Property / Wikidata QID: Q109746489 / rank | |||
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Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / arXiv ID: 1404.6909 / rank | |||
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Latest revision as of 09:30, 30 July 2024
scientific article
Language | Label | Description | Also known as |
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English | Establishing some order amongst exact approximations of MCMCs |
scientific article |
Statements
Establishing some order amongst exact approximations of MCMCs (English)
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9 December 2016
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asymptotic variance
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convex order
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Markov chain Monte Carlo
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martingale coupling
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pseudo-marginal algorithm
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