Optimal Markov chain Monte Carlo sampling (Q6607904)
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scientific article; zbMATH DE number 7915798
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| English | Optimal Markov chain Monte Carlo sampling |
scientific article; zbMATH DE number 7915798 |
Statements
Optimal Markov chain Monte Carlo sampling (English)
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19 September 2024
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Markov chain Monte Carlo
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Metropolis-Hastings algorithm
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Gibbs sampler
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asymptotic variance
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optimization
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