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Unbiased time-average estimators for Markov chains

Unbiased time-average estimators for Markov chains

20 September 2022
N. Kahalé
ArXivPDFHTML

Papers citing "Unbiased time-average estimators for Markov chains"

3 / 3 papers shown
Title
Unbiased least squares regression via averaged stochastic gradient
  descent
Unbiased least squares regression via averaged stochastic gradient descent
Nabil Kahalé
29
0
0
26 Jun 2024
Simulating Gaussian vectors via randomized dimension reduction and PCA
Simulating Gaussian vectors via randomized dimension reduction and PCA
N. Kahalé
11
0
0
14 Apr 2023
Optimal randomized multilevel Monte Carlo for repeatedly nested
  expectations
Optimal randomized multilevel Monte Carlo for repeatedly nested expectations
Yasa Syed
Guanyang Wang
6
6
0
10 Jan 2023
1