Unbiased Markov chain quasi-Monte Carlo for Gibbs samplers.
Jiarui DuZhijian HePublished in: CoRR (2024)
Keyphrases
- markov chain
- quasi monte carlo
- monte carlo
- markov chain monte carlo
- state space
- gibbs sampler
- importance sampling
- steady state
- variance reduction
- transition probabilities
- gibbs sampling
- particle filter
- random walk
- monte carlo method
- monte carlo simulation
- confidence intervals
- markov model
- stationary distribution
- transition matrix
- random sampling
- dynamic programming
- pairwise
- visual tracking
- markov random field