Zero variance Markov chain Monte Carlo for Bayesian estimators

Title
Zero variance Markov chain Monte Carlo for Bayesian estimators
Authors
Keywords
Control variates, GARCH models, Logistic regression, Metropolis-Hastings algorithm, Variance reduction
Journal
STATISTICS AND COMPUTING
Volume 23, Issue 5, Pages 653-662
Publisher
Springer Nature
Online
2012-07-28
DOI
10.1007/s11222-012-9344-6

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