A MULTI-INDEX MARKOV CHAIN MONTE CARLO METHOD

DOI10.1615/Int.J.UncertaintyQuantification.2018021551zbMath1498.65008arXiv1704.00117OpenAlexW2604628777MaRDI QIDQ5052320

Ajay Jasra, Kengo Kamatani, Yan Zhou, Kody J. H. Law

Publication date: 24 November 2022

Published in: International Journal for Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1704.00117

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

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