Does waste-recycling really improve Metropolis-Hastings Monte Carlo algorithm?

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Publication:6478337

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DOI10.1239/jap/1261670681zbMath1187.60056arXivmath/0611949MaRDI QIDQ6478337

Benjamin Jourdain, Jean-François Delmas

Publication date: 30 November 2006

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Central limit and other weak theorems (60F05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Numerical analysis or methods applied to Markov chains (65C40)

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