Variance reduction for additive functionals of Markov chains via martingale representations (Q2114045)
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scientific article
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| 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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0.9028045535087584
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0.7856455445289612
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0.7820349931716919
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0.7800498604774475
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0.7753264307975769
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