Zero variance Markov chain Monte Carlo for Bayesian estimators (Q91280)

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scientific article; zbMATH DE number 6495081
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    Zero variance Markov chain Monte Carlo for Bayesian estimators
    scientific article; zbMATH DE number 6495081

      Statements

      23
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      5
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      653-662
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      28 July 2012
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      16 October 2015
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      Zero variance Markov chain Monte Carlo for Bayesian estimators (English)
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      control variates
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      GARCH models
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      logistic regression
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      Metropolis-Hastings algorithm
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      variance reduction
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