Variance bounding Markov chains (Q930683): Difference between revisions
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scientific article
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English | Variance bounding Markov chains |
scientific article |
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Variance bounding Markov chains (English)
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1 July 2008
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Markov chain Monte Carlo
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Metropolis-Hastings algorithm
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central limit theorem
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variance
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Peskun order
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geometric ergodicity
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spectrum
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