Comparison of asymptotic variances of inhomogeneous Markov chains with application to Markov chain Monte Carlo methods (Q464192)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Comparison of asymptotic variances of inhomogeneous Markov chains with application to Markov chain Monte Carlo methods |
scientific article; zbMATH DE number 6357973
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comparison of asymptotic variances of inhomogeneous Markov chains with application to Markov chain Monte Carlo methods |
scientific article; zbMATH DE number 6357973 |
Statements
Comparison of asymptotic variances of inhomogeneous Markov chains with application to Markov chain Monte Carlo methods (English)
0 references
17 October 2014
0 references
inhomogeneous Markov chains
0 references
asymptotic variance
0 references
Monte Carlo methods
0 references
Peskun ordering
0 references
pseudo-marginal algorithms
0 references
