Zero variance Markov chain Monte Carlo for Bayesian estimators (Q91280)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Zero variance Markov chain Monte Carlo for Bayesian estimators |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Zero variance Markov chain Monte Carlo for Bayesian estimators |
scientific article |
Statements
23
0 references
5
0 references
653-662
0 references
28 July 2012
0 references
16 October 2015
0 references
Zero variance Markov chain Monte Carlo for Bayesian estimators (English)
0 references
control variates
0 references
GARCH models
0 references
logistic regression
0 references
Metropolis-Hastings algorithm
0 references
variance reduction
0 references
0 references
0 references
0.8220444321632385
0 references
0.8009321093559265
0 references
0.7937148213386536
0 references
0.7918402552604675
0 references
0.7802851796150208
0 references