Which ergodic averages have finite asymptotic variance? (Q1617127)
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English | Which ergodic averages have finite asymptotic variance? |
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Which ergodic averages have finite asymptotic variance? (English)
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7 November 2018
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Markov chain Monte Carlo
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asymptotic variance
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jump chain
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independent Metropolis-Hastings
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pseudo-marginal method
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