Control Variates for the Metropolis–Hastings Algorithm (Q5324876): Difference between revisions

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Latest revision as of 20:30, 1 July 2024

scientific article; zbMATH DE number 5592146
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English
Control Variates for the Metropolis–Hastings Algorithm
scientific article; zbMATH DE number 5592146

    Statements

    Control Variates for the Metropolis–Hastings Algorithm (English)
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    8 August 2009
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    Markov chain Monte Carlo
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    mathematical expectation
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    variance reduction
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    rejected state
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    Metropolis-Hastings algorithm
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    Tokyo rainfalls data
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    biological data
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