Ordering and improving the performance of Monte Carlo Markov chains. (Q1431213)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Ordering and improving the performance of Monte Carlo Markov chains. |
scientific article |
Statements
Ordering and improving the performance of Monte Carlo Markov chains. (English)
0 references
27 May 2004
0 references
Asymptotic variance
0 references
convergence ordering
0 references
covariance ordering
0 references
efficiency ordering
0 references
Metropolis-Hastings algorithm
0 references
Peskun ordering
0 references
reversible jumps
0 references