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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Latest revision as of 11:09, 2 July 2024

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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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