Comparison of asymptotic variances of inhomogeneous Markov chains with application to Markov chain Monte Carlo methods (Q464192)
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scientific article; zbMATH DE number 6357973
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| English | Comparison of asymptotic variances of inhomogeneous Markov chains with application to Markov chain Monte Carlo methods |
scientific article; zbMATH DE number 6357973 |
Statements
Comparison of asymptotic variances of inhomogeneous Markov chains with application to Markov chain Monte Carlo methods (English)
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17 October 2014
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inhomogeneous Markov chains
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asymptotic variance
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Monte Carlo methods
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Peskun ordering
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pseudo-marginal algorithms
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0.7808208465576172
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0.78080153465271
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0.7792975902557373
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0.7719244956970215
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0.7692609429359436
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