scientific article; zbMATH DE number 7703304

MaRDI QIDQ6161864zbMATH OpenFDO

Authors Håkan Ljung

Publication date 27 June 2023

Full work available at URL https://urn.kb.se/resolve?urn=urn%3Anbn%3Ase%3Auu%3Adiva-1217

zbMATH Keywords

adaptive simulationerror-in-the-variablesKullback-Leibler divergenceMarkov chain Monte CarloMarkov chain simulationmathematicssemi-regenerative

Mathematics Subject Classification ID

Computational methods for problems pertaining to probability theory (60-08) Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Monte Carlo methods (65C05)

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