Skip to Main Content
Current Trends in Bayesian Methodology with Applications
book

Current Trends in Bayesian Methodology with Applications

by Satyanshu K. Upadhyay, Umesh Singh, Dipak K. Dey, Appaia Loganathan
May 2015
Intermediate to advanced content levelIntermediate to advanced
680 pages
22h 33m
English
Chapman and Hall/CRC
Content preview from Current Trends in Bayesian Methodology with Applications
22
Monte Carlo Methods and Zero Variance
Principle
Theodore Papamarkou
University of Warwick
Antonietta Mira
Swiss Finance Institute
Mark Girolami
University of Warwick
CONTENTS
22.1 Intro ductio n . . . . . . . . .. . . . . . .. .. . . . . . .. . . .. . . . .. . . .. . . . .. .. . . . .. .. . 458
22.2 Brief Overview of Variance Reduction in MCMC .. . . . . . . . .. . . .. 459
22.3 Zero Variance Methodology . .. . . . . . .. . . .. . . . .. . . .. . .. .. .. . . . .. . . . 460
22.3.1 Choice of Hamiltonian operato r . . . .. .. .. . . . .. . . .. . . . . . .. 461
22.3.2 Polynomial trial functions . .. . . .. . .. .. . . . . . .. . . .. . . . .. .. . 461
22.3.3 ...
Become an O’Reilly member and get unlimited access to this title plus top books and audiobooks from O’Reilly and nearly 200 top publishers, thousands of courses curated by job role, 150+ live events each month,
and much more.
Start your free trial

You might also like

Case Studies in Bayesian Statistical Modelling and Analysis

Case Studies in Bayesian Statistical Modelling and Analysis

Clair L. Alston, Kerrie L. Mengersen, Anthony N. Pettitt

Publisher Resources

ISBN: 9781482235128