Comparison of asymptotic variances of inhomogeneous Markov chains with application to Markov chain Monte Carlo methods (Q464192): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 00:20, 5 March 2024
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 |
Statements
Comparison of asymptotic variances of inhomogeneous Markov chains with application to Markov chain Monte Carlo methods (English)
0 references
17 October 2014
0 references
inhomogeneous Markov chains
0 references
asymptotic variance
0 references
Monte Carlo methods
0 references
Peskun ordering
0 references
pseudo-marginal algorithms
0 references
