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Fixed Precision MCMC Estimation by Median of Products of Averages - MaRDI portal

Fixed Precision MCMC Estimation by Median of Products of Averages (Q5321751)

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scientific article; zbMATH DE number 5578808
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English
Fixed Precision MCMC Estimation by Median of Products of Averages
scientific article; zbMATH DE number 5578808

    Statements

    title
    Fixed Precision MCMC Estimation by Median of Products of Averages (English)
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    author
    Wojciech Niemiro
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    Piotr Pokarowski
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    publication date
    15 July 2009
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    zbMATH Keywords
    Markov chain Monte Carlo
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    rare-event simulation
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    mean-square error
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    bias
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    confidence estimation
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    Identifiers

    Mathematics Subject Classification ID
    60J22
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    60J10
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    65C05
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    68W20
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    82B80
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    zbMATH DE Number
    5578808
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    Wikidata QID
    Q96748981
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    OpenAlex ID
    W2065635210
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