Asymptotic Efficiency of the Sample Mean in MCMC
- Speaker(s)
- Blazej Miasojedow
- Affiliation
- Uniwersytet Warszawski
- Date
- April 2, 2007, 3:45 p.m.
- Room
- room 2070
- Seminar
- Seminar of Mathematical Statistics Group: Markov Chains and Monte Carlo Methods
Na podstawie pracy: Chan K.S., Yue, H. - Asymptotic Efficiency of the Sample Mean in Markov Chain Monte Carlo Schemes, JRSSB 1996