Does waste recycling really improve the multi-proposal Metropolis-Hastings algorithm? An analysis based on control variates (Q3402050)
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scientific article; zbMATH DE number 5665448
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| English | Does waste recycling really improve the multi-proposal Metropolis-Hastings algorithm? An analysis based on control variates |
scientific article; zbMATH DE number 5665448 |
Statements
Does Waste Recycling Really Improve the Multi-Proposal Metropolis–Hastings algorithm? an Analysis Based on Control Variates (English)
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2 February 2010
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Metropolis-Hastings algorithm
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multi-proposal algorithm
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Monte Carlo Markov chain
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variance reduction
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control variates
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ergodic theorem
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central limit theorem
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0.7943674921989441
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0.7779836058616638
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0.7679892182350159
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0.7524234056472778
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