Analysis of Initial Transient Deletion for Parallel Steady-State Simulations
From MaRDI portal
Publication:4009006
DOI10.1137/0913054zbMath0756.65164MaRDI QIDQ4009006
Philip Heidelberger, Peter W. Glynn
Publication date: 27 September 1992
Published in: SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0913054
60F05: Central limit and other weak theorems
65C05: Monte Carlo methods
65Y05: Parallel numerical computation
65C99: Probabilistic methods, stochastic differential equations
Related Items
Making Recursive Bayesian Inference Accessible, Analysis of initial transient deletion for replicated steady-state simulations, Variance reduction algorithms for parallel replicated simulation of uniformized Markov chains, Hamiltonian Markov chain Monte Carlo for partitioned sample spaces with application to Bayesian deep neural nets