Does waste-recycling really improve Metropolis-Hastings Monte Carlo algorithm?
From MaRDI portal
Publication:6478337
DOI10.1239/jap/1261670681zbMath1187.60056arXivmath/0611949MaRDI QIDQ6478337
Benjamin Jourdain, Jean-François Delmas
Publication date: 30 November 2006
Computational methods in Markov chains (60J22) Central limit and other weak theorems (60F05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Numerical analysis or methods applied to Markov chains (65C40)
