On the Choice of Alternative Measures in Importance Sampling with Markov Chains (Q4861366)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Publication:4861366 |
scientific article; zbMATH DE number 834722
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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)
0 references
1 August 1996
0 references
simulation of Markov chains
0 references
sample path length
0 references
distribution of the logarithm of the likelihood ratio
0 references
likelihood ratio
0 references
0.865938663482666
0 references
0.8087812662124634
0 references
0.7778903841972351
0 references
0.7728613615036011
0 references
0.7701887488365173
0 references
