most citedOn the asymptotic variance of reversible Markov chain without cycles

2 citations · 2 across the 1 of their papers we have counts for

collaborators

1 paper

math.PR2017★ 2 cited

On the asymptotic variance of reversible Markov chain without cycles

Chi-Hao Wu, Ting-Li Chen

Markov chain Monte Carlo(MCMC) is a popular approach to sample from high dimensional distributions, and the asymptotic variance is a commonly used criterion to evaluate the perform…