Constructing optimal transition matrix for Markov chain Monte Carlo (Q890561)
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scientific article; zbMATH DE number 6506850
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Constructing optimal transition matrix for Markov chain Monte Carlo |
scientific article; zbMATH DE number 6506850 |
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Constructing optimal transition matrix for Markov chain Monte Carlo (English)
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10 November 2015
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MCMC
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asymptotic variance
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stationary distribution
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global optimization
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minimax problem
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inverse eigenvector problem
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stochastic matrix
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