Variance reduction for additive functionals of Markov chains via martingale representations
type: Item
instance of: scholarly article
title: Variance reduction for additive functionals of Markov chains via martingale representations
zbMATH Open document ID: 1482.62003
author: D. Belomestny
author: Eric Moulines
author: S. P. Samsonov
published in: Statistics and Computing
publication date: 2022-03-14T00:00:00Z
full work available at URL: https://arxiv.org/abs/1903.07373
Mathematics Subject Classification ID: 62-08
zbMATH DE Number: 7489140
zbMATH Keywords: variance reduction
zbMATH Keywords: Markov chains
zbMATH Keywords: MCMC
zbMATH Keywords: martingale representations
MaRDI profile type: Publication
OpenAlex ID: W4210453183
arXiv ID: 1903.07373
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DOI: 10.1007/S11222-021-10073-Z
description: scientific article