Brian van Koten

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Stratification as a General Variance Reduction Method for Markov Chain Monte Carlo
SIAM/ASA Journal on Uncertainty Quantification
2020-08-31Paper
Trajectory stratification of stochastic dynamics
SIAM Review
2018-11-12Paper
Stratification as a general variance reduction method for Markov chain Monte Carlo
(available as arXiv preprint)
2017-05-23Paper
Sharp entrywise perturbation bounds for Markov chains
SIAM Journal on Matrix Analysis and Applications
2015-07-21Paper
Sharp entrywise perturbation bounds for Markov chains
SIAM Journal on Matrix Analysis and Applications
2015-07-21Paper


Research outcomes over time


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