Variance reduction for diffusions (Q491924)
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scientific article; zbMATH DE number 6473684
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Variance reduction for diffusions |
scientific article; zbMATH DE number 6473684 |
Statements
Variance reduction for diffusions (English)
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19 August 2015
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diffusions
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asymptotic variance
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rate of convergence
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acceleration
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Markov chain Monte Carlo methods
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0.810737669467926
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0.8032945394515991
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0.7958241105079651
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0.7867602705955505
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0.7865416407585144
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