Variance reduction for Markov chains with application to MCMC (Q2195839)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variance reduction for Markov chains with application to MCMC |
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Variance reduction for Markov chains with application to MCMC (English)
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27 August 2020
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Markov chain Monte Carlo
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empirical spectral variance minimization
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unadjusted Langevin algorithm
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Metropolis-adjusted Langevin algorithm
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random walk Metropolis
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variance reduction
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Stein's control variates
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