Fixed Precision MCMC Estimation by Median of Products of Averages (Q5321751)
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scientific article; zbMATH DE number 5578808
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fixed Precision MCMC Estimation by Median of Products of Averages |
scientific article; zbMATH DE number 5578808 |
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Fixed Precision MCMC Estimation by Median of Products of Averages (English)
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15 July 2009
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Markov chain Monte Carlo
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rare-event simulation
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mean-square error
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bias
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confidence estimation
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