Comparison of asymptotic variances of inhomogeneous Markov chains with application to Markov chain Monte Carlo methods (Q464192): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+J22
@@ Property / Mathematics Subject Classification ID: 60J22 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+J10
@@ Property / Mathematics Subject Classification ID: 60J10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+C05
@@ Property / Mathematics Subject Classification ID: 65C05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+C40
@@ Property / Mathematics Subject Classification ID: 65C40 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+J10
@@ Property / Mathematics Subject Classification ID: 62J10 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6357973
@@ Property / zbMATH DE Number: 6357973 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+inhomogeneous Markov chains
@@ Property / zbMATH Keywords: inhomogeneous Markov chains / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+asymptotic variance
@@ Property / zbMATH Keywords: asymptotic variance / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Monte Carlo methods
@@ Property / zbMATH Keywords: Monte Carlo methods / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Peskun ordering
@@ Property / zbMATH Keywords: Peskun ordering / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+pseudo-marginal algorithms
@@ Property / zbMATH Keywords: pseudo-marginal algorithms / rank @@
+Normal rank

Revision as of 13:33, 30 June 2023