Product-form estimators: exploiting independence to scale up Monte Carlo (Q2066757)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Product-form estimators: exploiting independence to scale up Monte Carlo
scientific article

    Statements

    Product-form estimators: exploiting independence to scale up Monte Carlo (English)
    0 references
    0 references
    0 references
    0 references
    14 January 2022
    0 references
    dimensionality reduction
    0 references
    importance sampling
    0 references
    pseudo-marginal methods
    0 references
    limit theorems
    0 references
    product-form distributions
    0 references
    conditional independence
    0 references
    U-statistics
    0 references
    variance reduction
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers