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Variance reduction for diffusions - MaRDI portal

Variance reduction for diffusions (Q491924)

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Variance reduction for diffusions
scientific article

    Statements

    title
    Variance reduction for diffusions (English)
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    author
    Chii-Ruey Hwang
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    Raoul Normand
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    Sheng-Jhih Wu
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    publication date
    19 August 2015
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    zbMATH Keywords
    diffusions
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    asymptotic variance
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    rate of convergence
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    acceleration
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    Markov chain Monte Carlo methods
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    Identifiers

    Mathematics Subject Classification ID
    60J60
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    60J35
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    65C05
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    65B99
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    47D07
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    zbMATH DE Number
    6473684
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    OpenAlex ID
    W2964159988
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    arXiv ID
    1406.4657
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