Control Variates for the Metropolis–Hastings Algorithm (Q5324876)
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scientific article; zbMATH DE number 5592146
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Control Variates for the Metropolis–Hastings Algorithm |
scientific article; zbMATH DE number 5592146 |
Statements
Control Variates for the Metropolis–Hastings Algorithm (English)
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8 August 2009
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Markov chain Monte Carlo
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mathematical expectation
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variance reduction
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rejected state
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Metropolis-Hastings algorithm
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Tokyo rainfalls data
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biological data
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