Generating a random collection of discrete joint probability distributions subject to partial information
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Publication:2513651
DOI10.1007/s11009-012-9292-9zbMath1307.65005OpenAlexW1973417398MaRDI QIDQ2513651
Luis V. Montiel, J. Eric Bickel
Publication date: 28 January 2015
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11009-012-9292-9
uncertaintysimulationpolytopesMonte Carlo procedurejoint probability distributionshit-and-run algorithm
Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10) Stochastic analysis (60H99)
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