HIGHLIGHTS
- who: Angelos Alexopoulos from the MRC Biostatistics Unit, University of Cambridge Forvie Site, Robinson Way, Cambridge Biomedical Campus, Cambridge , SR, UK have published the Article: Variance reduction for Metropolis-Hastings samplers, in the Journal: (JOURNAL)
- what: The authors provide a general methodology to construct control variates for any discrete time random walk Metropolis (RWM) and Metropolis-adjusted Langevin algorithm (MALA) Markov chains that can achieve, in a post-processing manner and with a negligible additional computational cost, impressive variance reduction when compared to the standard MCMC ergodic averages. The authors provide full details of the . . .
If you want to have access to all the content you need to log in!
Thanks :)
If you don't have an account, you can create one here.