Randomized algorithms with splitting: Why the classic randomized algorithms do not work and how to make them work

DOI10.1007/s11009-009-9126-6zbMath1187.65001MaRDI QIDQ2270192

Reuven Y. Rubinstein

Publication date: 15 March 2010

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-009-9126-6

zbMATH Keywords

algorithms; Markov chains; importance sampling; Markov chain Monte Carlo method; numerical examples; rare events; combinatorial optimization; Gibbs sampler; randomized algorithms; approximate counting; cloning algorithm

Mathematics Subject Classification ID

60J22: Computational methods in Markov chains

65C05: Monte Carlo methods

90C27: Combinatorial optimization

60C05: Combinatorial probability

65C40: Numerical analysis or methods applied to Markov chains

68W20: Randomized algorithms

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