Does Waste Recycling Really Improve the Multi-Proposal Metropolis–Hastings algorithm? an Analysis Based on Control Variates (Q3402050): Difference between revisions
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Revision as of 01:55, 20 March 2024
scientific article
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English | Does Waste Recycling Really Improve the Multi-Proposal Metropolis–Hastings algorithm? an Analysis Based on Control Variates |
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Does Waste Recycling Really Improve the Multi-Proposal Metropolis–Hastings algorithm? an Analysis Based on Control Variates (English)
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2 February 2010
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Metropolis-Hastings algorithm
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multi-proposal algorithm
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Monte Carlo Markov chain
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variance reduction
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control variates
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ergodic theorem
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central limit theorem
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