Pages that link to "Item:Q2195839"
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The following pages link to Variance reduction for Markov chains with application to MCMC (Q2195839):
Displaying 20 items.
- Zero variance Markov chain Monte Carlo for Bayesian estimators (Q91280) (← links)
- Zero variance differential geometric Markov chain Monte Carlo algorithms (Q899008) (← links)
- MCMC algorithms for constrained variance matrices (Q959259) (← links)
- Variance reduction in Monte Carlo estimators via empirical variance minimization (Q1709870) (← links)
- Control variate selection for Monte Carlo integration (Q2058787) (← links)
- Variance reduction for Metropolis-Hastings samplers (Q2104009) (← links)
- Variance reduction for additive functionals of Markov chains via martingale representations (Q2114045) (← links)
- Empirical variance minimization with applications in variance reduction and optimal control (Q2137023) (← links)
- A Riemann-Stein kernel method (Q2676917) (← links)
- Stein's method meets computational statistics: a review of some recent developments (Q2684693) (← links)
- A method to reduce the rejection rate in Monte Carlo Markov chains (Q3302990) (← links)
- Variance reduction for Markov chain processes using state space evaluation for control variates (Q4658530) (← links)
- Variance reduction through smoothing and control variates for Markov chain simulations (Q4876055) (← links)
- Variance Reduction for Dependent Sequences with Applications to Stochastic Gradient MCMC (Q4995114) (← links)
- The efficiency of run rules schemes for the multivariate coefficient of variation: a Markov chain approach (Q5036993) (← links)
- Markov Bridges, Bisection and Variance Reduction (Q5326098) (← links)
- (Q5437893) (← links)
- Markov chain stochastic DCA and applications in deep learning with PDEs regularization (Q6143666) (← links)
- Optimal friction matrix for underdamped Langevin sampling (Q6181262) (← links)
- Diffusion approximations and control variates for MCMC (Q6552608) (← links)