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"Stratification as a General Variance Reduction Method for Markov Chain ..."

Aaron R. Dinner et al. (2020)

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DOI: 10.1137/18M122964X

access: closed

type: Journal Article

metadata version: 2024-02-05

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Aaron R. Dinner, Erik H. Thiede, Brian Van Koten, Jonathan Weare:
Stratification as a General Variance Reduction Method for Markov Chain Monte Carlo. SIAM/ASA J. Uncertain. Quantification 8(3): 1139-1188 (2020)

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