Optimal Variance Reduction for Markov Chain Monte Carlo

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Publication:4581261

DOI10.1137/17M1144301zbMath1410.60071OpenAlexW2886617675MaRDI QIDQ4581261

Chii-Ruey Hwang, Lu-Jing Huang, Yin-Ting Liao, Ting-Li Chen

Publication date: 16 August 2018

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/17m1144301




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