Variance reduction through smoothing and control variates for Markov chain simulations
From MaRDI portal
Publication:4876055
DOI10.1145/174153.174154zbMath0846.60071OpenAlexW2003423964MaRDI QIDQ4876055
Sigrún Andradóttir, Daniel P. Heyman, Teunis J. Ott
Publication date: 13 June 1996
Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)
Full work available at URL: http://www.acm.org/pubs/contents/journals/tomacs/
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (8)
Queueing Network Controls via Deep Reinforcement Learning ⋮ Stein's method meets computational statistics: a review of some recent developments ⋮ Zero variance differential geometric Markov chain Monte Carlo algorithms ⋮ Scalable Control Variates for Monte Carlo Methods Via Stochastic Optimization ⋮ Convergence rates for a class of estimators based on Stein's method ⋮ Exploiting multi-core architectures for reduced-variance estimation with intractable likelihoods ⋮ Partial differential equations and stochastic methods in molecular dynamics ⋮ Variance reduction for Metropolis-Hastings samplers
This page was built for publication: Variance reduction through smoothing and control variates for Markov chain simulations
