Randomized quasi-Monte Carlo simulation of Markov chains with an ordered state space
From MaRDI portal
Publication:5482374
Recommendations
- A Randomized Quasi-Monte Carlo Simulation Method for Markov Chains
- Quasi-Monte Carlo simulation of discrete time Markov chains on multidimensional state spaces
- Quasi-Monte Carlo methods for Markov chains with continuous multi-dimensional state space
- On array-RQMC for Markov chains: Mapping alternatives and convergence rates
- scientific article; zbMATH DE number 2051225
Cited in
(15)- What Monte Carlo models can do and cannot do efficiently?
- Variance reduction with array-RQMC for tau-leaping simulation of stochastic biological and chemical reaction networks
- On integration methods based on scrambled nets of arbitrary size
- Efficient simultaneous simulation of Markov chains
- On array-RQMC for Markov chains: Mapping alternatives and convergence rates
- Quasi-Monte Carlo methods for Markov chains with continuous multi-dimensional state space
- Consistency of Markov chain quasi-Monte Carlo on continuous state spaces
- Stratified Monte Carlo simulation of Markov chains
- Heuristic approximation method for a random flow of events by an MC-flow with arbitrary number of states
- Construction of weakly CUD sequences for MCMC sampling
- A Randomized Quasi-Monte Carlo Simulation Method for Markov Chains
- Discrepancy estimates for variance bounding Markov chain quasi-Monte Carlo
- Quasi-Monte Carlo simulation of discrete time Markov chains on multidimensional state spaces
- Sudoku Latin Square Sampling for Markov Chain Simulation
- Sorting methods and convergence rates for Array-RQMC: some empirical comparisons
This page was built for publication: Randomized quasi-Monte Carlo simulation of Markov chains with an ordered state space
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5482374)
