On the Optimal Transition Matrix for Markov Chain Monte Carlo Sampling (Q4905925)
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scientific article; zbMATH DE number 6137805
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Optimal Transition Matrix for Markov Chain Monte Carlo Sampling |
scientific article; zbMATH DE number 6137805 |
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On the Optimal Transition Matrix for Markov Chain Monte Carlo Sampling (English)
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21 February 2013
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Markov chain
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Markov chain Monte Carlo
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asymptotic variance
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average-case analysis
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worst-case analysis
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rate of convergence
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reversibility
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nonreversibility
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