On the Choice of Alternative Measures in Importance Sampling with Markov Chains (Q4861366)
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scientific article; zbMATH DE number 834722
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| English | On the Choice of Alternative Measures in Importance Sampling with Markov Chains |
scientific article; zbMATH DE number 834722 |
Statements
On the Choice of Alternative Measures in Importance Sampling with Markov Chains (English)
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1 August 1996
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simulation of Markov chains
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sample path length
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distribution of the logarithm of the likelihood ratio
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likelihood ratio
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0.865938663482666
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0.8087812662124634
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0.7778903841972351
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0.7728613615036011
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0.7701887488365173
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