Variance reduction for diffusions (Q491924)

From MaRDI portal





scientific article
Language Label Description Also known as
default for all languages
No label defined
    English
    Variance reduction for diffusions
    scientific article

      Statements

      Variance reduction for diffusions (English)
      0 references
      0 references
      0 references
      0 references
      19 August 2015
      0 references
      diffusions
      0 references
      asymptotic variance
      0 references
      rate of convergence
      0 references
      acceleration
      0 references
      Markov chain Monte Carlo methods
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references

      Identifiers

      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references