Variance reduction through smoothing and control variates for Markov chain simulations (Q4876055): Difference between revisions
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Latest revision as of 21:49, 19 March 2024
scientific article; zbMATH DE number 870844
Language | Label | Description | Also known as |
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English | Variance reduction through smoothing and control variates for Markov chain simulations |
scientific article; zbMATH DE number 870844 |
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Variance reduction through smoothing and control variates for Markov chain simulations (English)
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13 June 1996
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simulation and modeling
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conditional Monte Carlo
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Poisson's equation
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numerical example
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