Ordering and improving Monte Carlo Markov chains performance
Year of publication: |
2002-01
|
---|---|
Authors: | Antonietta, Mira |
Institutions: | Facoltà di Economia, Università degli Studi dell'Insubria |
Subject: | Asymptotic variance | convergence ordering | covariance ordering | efficiency ordering | Markov chain Monte Carlo | Metropolis-Hastings algorithm | Peskun ordering |
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