Sequential stratified splitting for efficient Monte Carlo integration (Q5012701)
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scientific article; zbMATH DE number 7433648
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sequential stratified splitting for efficient Monte Carlo integration |
scientific article; zbMATH DE number 7433648 |
Statements
Sequential stratified splitting for efficient Monte Carlo integration (English)
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25 November 2021
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algorithmic efficiency
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Markov chain Monte Carlo
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multidimensional integration
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multilevel splitting
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sequential Monte Carlo
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