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Importance sampling correction versus standard averages of reversible
  MCMCs in terms of the asymptotic variance

Importance sampling correction versus standard averages of reversible MCMCs in terms of the asymptotic variance

29 June 2017
Jordan Franks
M. Vihola
ArXivPDFHTML

Papers citing "Importance sampling correction versus standard averages of reversible MCMCs in terms of the asymptotic variance"

1 / 1 papers shown
Title
Importance sampling type estimators based on approximate marginal MCMC
Importance sampling type estimators based on approximate marginal MCMC
M. Vihola
Jouni Helske
Jordan Franks
18
25
0
08 Sep 2016
1