Does Waste Recycling Really Improve the Multi-Proposal Metropolis–Hastings algorithm? an Analysis Based on Control Variates (Q3402050)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Does Waste Recycling Really Improve the Multi-Proposal Metropolis–Hastings algorithm? an Analysis Based on Control Variates |
scientific article |
Statements
Does Waste Recycling Really Improve the Multi-Proposal Metropolis–Hastings algorithm? an Analysis Based on Control Variates (English)
0 references
2 February 2010
0 references
Metropolis-Hastings algorithm
0 references
multi-proposal algorithm
0 references
Monte Carlo Markov chain
0 references
variance reduction
0 references
control variates
0 references
ergodic theorem
0 references
central limit theorem
0 references
