Coupling control variates for Markov chain Monte Carlo (Q732966)

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scientific article; zbMATH DE number 5615479
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    Coupling control variates for Markov chain Monte Carlo
    scientific article; zbMATH DE number 5615479

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      Coupling control variates for Markov chain Monte Carlo (English)
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      15 October 2009
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      control variates
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      variance reduction
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      coupling
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      nonequilibrium statistical mechanics
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      Markov chain Monte Carlo method
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      numerical examples
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      Monte Carlo integration
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      nonequilibrium transport
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