Comparison of asymptotic variances of inhomogeneous Markov chains with application to Markov chain Monte Carlo methods
سال
: 2014شناسه الکترونیک: 10.1214/14-AOS1209
کلیدواژه(گان): Markov chain Monte Carlo,asymptotic variance,Peskun ordering,inhomogeneous Markov chains,pseudo
کالکشن
:
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آمار بازدید
Comparison of asymptotic variances of inhomogeneous Markov chains with application to Markov chain Monte Carlo methods
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| contributor author | Maire, Florian - Douc, Randal - Olsson, Jimmy | |
| date accessioned | 2020-03-12T16:47:08Z | |
| date available | 2020-03-12T16:47:08Z | |
| date issued | 2014 | |
| identifier issn | 0090-5364 | |
| identifier other | 10.1214-14-AOS1209.pdf | |
| identifier uri | https://libsearch.um.ac.ir:443/fum/handle/fum/933140 | |
| format | general | |
| language | English | |
| publisher | The Institute of Mathematical Statistics | |
| title | Comparison of asymptotic variances of inhomogeneous Markov chains with application to Markov chain Monte Carlo methods | |
| type | Journal Paper | |
| contenttype | Metadata Only | |
| identifier padid | 7680636 | |
| subject keywords | Markov chain Monte Carlo | |
| subject keywords | asymptotic variance | |
| subject keywords | Peskun ordering | |
| subject keywords | inhomogeneous Markov chains | |
| subject keywords | pseudo | |
| identifier doi | 10.1214/14-AOS1209 | |
| journal title | The Annals of Statistics | |
| journal volume | 42 | |
| journal issue | 4 | |
| filesize | 280443 | |
| citations | 0 |