Comparison of asymptotic variances of inhomogeneous Markov chains with application to Markov chain Monte Carlo methods (Q464192): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comparison of asymptotic variances of inhomogeneous Markov chains with application to Markov chain Monte Carlo methods |
scientific article |
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Comparison of asymptotic variances of inhomogeneous Markov chains with application to Markov chain Monte Carlo methods (English)
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17 October 2014
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inhomogeneous Markov chains
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asymptotic variance
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Monte Carlo methods
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Peskun ordering
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pseudo-marginal algorithms
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