Does waste-recycling really improve Metropolis-Hastings Monte Carlo algorithm?

DOI10.1239/jap/1261670681zbMath1187.60056arXivmath/0611949MaRDI QIDQ6478337

Benjamin Jourdain, Jean-François Delmas

Publication date: 30 November 2006

Mathematics Subject Classification ID

60J22: Computational methods in Markov chains

60F05: Central limit and other weak theorems

60J10: Markov chains (discrete-time Markov processes on discrete state spaces)

65C40: Numerical analysis or methods applied to Markov chains