On the optimal transition matrix for markov chain monte carlo sampling

Mathematics

• Minimizes 100%
• Markov Chain Monte Carlo 100%
• Asymptotic Variance 100%
• Transition Matrix (for Markov Chain) 100%
• Uniform Distribution 50%
• Matrix 50%
• Worst Case 50%
• Underlying Probability 50%
• Time Average 50%
• Case Analysis 50%
• Real Valued Function 50%
• Transition Matrix 50%
• Invariant Distribution 50%
• Finite Space 50%
• Markov Chain 50%

Keyphrases

• Asymptotic Variance 100%
• Optimal Transition 100%
• Monte Carlo (MC) Simulation 100%
• Transition Matrix 100%
• Worst-case Analysis 50%
• Uniform Distribution 50%
• Markov Chain 50%
• Real-valued Functions 50%
• Invariant Distribution 50%
• Finite Space 50%