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Variance reduction algorithms for parallel replicated simulation of uniformized Markov chains - MaRDI portal

Variance reduction algorithms for parallel replicated simulation of uniformized Markov chains (Q1916033)

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scientific article; zbMATH DE number 895845
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English
Variance reduction algorithms for parallel replicated simulation of uniformized Markov chains
scientific article; zbMATH DE number 895845

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    Variance reduction algorithms for parallel replicated simulation of uniformized Markov chains (English)
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    8 October 1996
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    stratified sampling
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    latin hypercube sampling
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    rotation sampling
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    parallel replicated approach
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