Coupled Samples in Simulation
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Publication:3484245
DOI10.1287/opre.38.1.115zbMath0704.65003OpenAlexW1963687814MaRDI QIDQ3484245
Publication date: 1990
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/opre.38.1.115
simulationmetric entropyrejection methodoptimal couplingfinite metric entropygeneration of random variablescoupled samplesfamilies of densitiesgeneration of samplesPascal like algorithms
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