Quasi-Stationary Monte Carlo and The Scale Algorithm (Q5087172)

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scientific article; zbMATH DE number 7554789
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Quasi-Stationary Monte Carlo and The Scale Algorithm
scientific article; zbMATH DE number 7554789

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    Quasi-Stationary Monte Carlo and The Scale Algorithm (English)
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    8 July 2022
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    control variates
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    importance sampling
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    killed Brownian motion
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    Langevin diffusion
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    Markov chain Monte Carlo sampling
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    quasi-stationarity
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    sequential Monte Carlo methods
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