Estimates and Standard Errors for Ratios Of Normalizing Constants from Multiple Markov Chains Via Regeneration (Q5088229)

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scientific article; zbMATH DE number 7555459
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Estimates and Standard Errors for Ratios Of Normalizing Constants from Multiple Markov Chains Via Regeneration
scientific article; zbMATH DE number 7555459

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    Estimates and Standard Errors for Ratios Of Normalizing Constants from Multiple Markov Chains Via Regeneration (English)
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    11 July 2022
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    geometric ergodicity
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    importance sampling
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    Markov chain Monte Carlo methods
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    ratios of normalizing constants
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    regenerative simulation
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    standard errors
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