# Control Variates for Reversible MCMC Samplers

@article{Dellaportas2010ControlVF, title={Control Variates for Reversible MCMC Samplers}, author={Petros Dellaportas and Ioannis Kontoyiannis}, journal={arXiv: Computation}, year={2010} }

A general methodology is introduced for the construction and effective application of control variates to estimation problems involving data from reversible MCMC samplers. We propose the use of a specific class of functions as control variates, and we introduce a new, consistent estimator for the values of the coefficients of the optimal linear combination of these functions. The form and proposed construction of the control variates is derived from our solution of the Poisson equation… Expand

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