Variance reduction of estimators arising from Metropolis-Hastings algorithms (Q746297)
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scientific article; zbMATH DE number 6495075
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variance reduction of estimators arising from Metropolis-Hastings algorithms |
scientific article; zbMATH DE number 6495075 |
Statements
Variance reduction of estimators arising from Metropolis-Hastings algorithms (English)
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16 October 2015
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Metropolis-Hastings algorithm
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importance sampling
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weighted estimators
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variance reduction
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