Variance reduction for diffusions (Q491924)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variance reduction for diffusions |
scientific article |
Statements
Variance reduction for diffusions (English)
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19 August 2015
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diffusions
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asymptotic variance
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rate of convergence
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acceleration
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Markov chain Monte Carlo methods
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