Integral estimation based on Markovian design

DOI10.1017/apr.2018.38zbMath1436.62397arXiv1609.01165OpenAlexW2963326872MaRDI QIDQ5215027

Bernard Delyon, François Portier, Romain Azaïs

Publication date: 5 February 2020

Published in: Unnamed Author (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1609.01165

zbMATH Keywords

kernel smoothingMarkov chaininvariant density estimationNummelin splitting techniqueintegral approximation

Mathematics Subject Classification ID

Applications of statistics to environmental and related topics (62P12) Applications of statistics in engineering and industry; control charts (62P30) Markov processes: estimation; hidden Markov models (62M05) Discrete-time Markov processes on general state spaces (60J05)

Related Items (3)

Safe adaptive importance sampling: a mixture approach ⋮ Integral estimation based on Markovian design ⋮ Rademacher complexity for Markov chains: applications to kernel smoothing and Metropolis-Hastings

Uses Software

• R

Cites Work

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