Importance sampling correction versus standard averages of reversible MCMCs in terms of the asymptotic variance (Q2196543)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Importance sampling correction versus standard averages of reversible MCMCs in terms of the asymptotic variance |
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Importance sampling correction versus standard averages of reversible MCMCs in terms of the asymptotic variance (English)
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3 September 2020
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asymptotic variance
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delayed-acceptance
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importance sampling
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Markov chain Monte Carlo
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pseudo-marginal algorithm
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unbiased estimator
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