Establishing some order amongst exact approximations of MCMCs (Q350683)

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Establishing some order amongst exact approximations of MCMCs
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    title
    Establishing some order amongst exact approximations of MCMCs (English)
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    DOI
    10.1214/15-AAP1158
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    author
    Matti Vihola
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    Christophe Andrieu
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    publication date
    9 December 2016
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    Mathematics Subject Classification ID
    60J22
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    60J05
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    60E15
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    65C05
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    zbMATH DE Number
    6662295
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    zbMATH Keywords
    asymptotic variance
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    convex order
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    Markov chain Monte Carlo
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    martingale coupling
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    pseudo-marginal algorithm
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