scientific article; zbMATH DE number 2148859
From MaRDI portal
Publication:4660411
zbMath1059.62086MaRDI QIDQ4660411
Yves F. Atchadé, François Perron
Publication date: 21 March 2005
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Markov processes: estimation; hidden Markov models (62M05) Monte Carlo methods (65C05) Inference from stochastic processes (62M99) Numerical analysis or methods applied to Markov chains (65C40)
Related Items (7)
Control Variates for the Metropolis–Hastings Algorithm ⋮ On a Metropolis-Hastings importance sampling estimator ⋮ Rao–Blackwellisation in the Markov Chain Monte Carlo Era ⋮ Zero variance differential geometric Markov chain Monte Carlo algorithms ⋮ Variance reduction of estimators arising from Metropolis-Hastings algorithms ⋮ Does Waste Recycling Really Improve the Multi-Proposal Metropolis–Hastings algorithm? an Analysis Based on Control Variates ⋮ Variance reduction for Metropolis-Hastings samplers
This page was built for publication: