On the Poisson equation for Metropolis-Hastings chains (Q1697061)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Poisson equation for Metropolis-Hastings chains |
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On the Poisson equation for Metropolis-Hastings chains (English)
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15 February 2018
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asymptotic variance
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central limit theorem
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Markov chain Monte Carlo
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Metropolis-Hastings algorithm
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Poisson equation for Markov chains
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variance reduction
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weak approximation
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