On the Choice of Alternative Measures in Importance Sampling with Markov Chains (Q4861366)
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scientific article; zbMATH DE number 834722
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Choice of Alternative Measures in Importance Sampling with Markov Chains |
scientific article; zbMATH DE number 834722 |
Statements
On the Choice of Alternative Measures in Importance Sampling with Markov Chains (English)
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1 August 1996
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simulation of Markov chains
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sample path length
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distribution of the logarithm of the likelihood ratio
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likelihood ratio
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