Optimal Variance Reduction for Markov Chain Monte Carlo
Huang, Lu-Jing, Liao, Yin-Ting, Chen, Ting-Li, Hwang, Chii-RueyVolume:
56
Language:
english
Journal:
SIAM Journal on Control and Optimization
DOI:
10.1137/17M1144301
Date:
January, 2018
File:
PDF, 347 KB
english, 2018