On the optimal transition matrix for Markov chain Monte Carlo sampling (Q4905925)
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scientific article; zbMATH DE number 6137805
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| English | On the optimal transition matrix for Markov chain Monte Carlo sampling |
scientific article; zbMATH DE number 6137805 |
Statements
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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0.8520922064781189
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0.8038805723190308
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0.7352607846260071
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0.7349253296852112
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0.7346625924110413
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