Variance reduction for additive functionals of Markov chains via martingale representations (Q2114045)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variance reduction for additive functionals of Markov chains via martingale representations |
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Variance reduction for additive functionals of Markov chains via martingale representations (English)
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14 March 2022
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variance reduction
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Markov chains
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MCMC
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martingale representations
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