A quasi-Monte Carlo Metropolis algorithm
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Publication:5385856
DOI10.1073/pnas.0409596102zbMath1135.65001WikidataQ33853404 ScholiaQ33853404MaRDI QIDQ5385856
Publication date: 7 May 2008
Published in: Proceedings of the National Academy of Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1073/pnas.0409596102
Markov chain Monte Carlo; Gibbs sampler; low discrepancy; randomized quasi-Monte Carlo; completely uniformly distributed inputs
65C05: Monte Carlo methods
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Consistency of Markov chain quasi-Monte Carlo on continuous state spaces, Quasi-Monte Carlo for highly structured generalised response models, Exploitation of sensitivity derivatives via randomized quasi-Monte Carlo methods
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