Zero variance Markov chain Monte Carlo for Bayesian estimators
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Publication:91280
DOI10.1007/s11222-012-9344-6zbMath1322.62212arXiv1012.2983OpenAlexW1993276303MaRDI QIDQ91280
Daniele Imparato, Reza Solgi, Antonietta Mira, Antonietta Mira, Reza Solgi, Daniele Imparato
Publication date: 28 July 2012
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1012.2983
Computational methods in Markov chains (60J22) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05) Bayesian inference (62F15) General nonlinear regression (62J02)
Related Items (16)
Empirical variance minimization with applications in variance reduction and optimal control ⋮ Predictive RANS simulations via Bayesian model-scenario averaging ⋮ A Riemann-Stein kernel method ⋮ Stein's method meets computational statistics: a review of some recent developments ⋮ Zero variance differential geometric Markov chain Monte Carlo algorithms ⋮ Variance reduction for Markov chains with application to MCMC ⋮ Scalable Control Variates for Monte Carlo Methods Via Stochastic Optimization ⋮ Convergence rates for a class of estimators based on Stein's method ⋮ Exploiting multi-core architectures for reduced-variance estimation with intractable likelihoods ⋮ ZVCV ⋮ A Perturbative Approach to Control Variates in Molecular Dynamics ⋮ Particle methods for stochastic differential equation mixed effects models ⋮ Variance Reduction for Dependent Sequences with Applications to Stochastic Gradient MCMC ⋮ Control variates for stochastic gradient MCMC ⋮ Variance reduction for Metropolis-Hastings samplers ⋮ Variance reduction for additive functionals of Markov chains via martingale representations
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