Unbiased Multilevel Monte Carlo Methods for Intractable Distributions: MLMC Meets MCMC.

Autor: Tianze Wang1 tianze.wang@rutgers.edu, Guanyang Wang1 guanyang.wang@rutgers.edu
Zdroj: Journal of Machine Learning Research. 2023, Vol. 24, p1-40. 40p.
Databáze: Business Source Ultimate