Variance reduction for Markov chains with application to MCMC. Belomestny, D., Iosipoi, L., Moulines, E., Naumov, A., & Samsonov, S. Stat. Comput., 30(4):973–997, 2020.
Variance reduction for Markov chains with application to MCMC [link]Paper  doi  bibtex   2 downloads  
@article {MR4108687,
    AUTHOR = {Belomestny, D. and Iosipoi, L. and Moulines, E. and Naumov, A.
              and Samsonov, S.},
     TITLE = {Variance reduction for {M}arkov chains with application to
              {MCMC}},
   JOURNAL = {Stat. Comput.},
  FJOURNAL = {Statistics and Computing},
    VOLUME = {30},
      YEAR = {2020},
    NUMBER = {4},
     PAGES = {973--997},
      ISSN = {0960-3174},
   MRCLASS = {60J10 (60B10 60J22 62F15 62M05 65C05)},
  MRNUMBER = {4108687},
       DOI = {10.1007/s11222-020-09931-z},
       URL = {https://doi.org/10.1007/s11222-020-09931-z},
}

Downloads: 2