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Monte Carlo methods / Markov chain Monte Carlo / Markov models / Control theory / Statistical tests / Markov chain / Normal distribution / Central limit theorem / Dirac delta function / Statistics / Mathematical analysis / Mathematics


Austerity in MCMC Land: Cutting the Metropolis-Hastings Budget A. Distribution of the test statistic In the sequential test, we first compute the test statistic from a mini-batch of size m. If a decision cannot be made
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Document Date: 2014-02-16 19:30:21


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