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An ergodic theorem for the weighted ensemble method - MaRDI portal

An ergodic theorem for the weighted ensemble method (Q5067216)

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scientific article; zbMATH DE number 7501655
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An ergodic theorem for the weighted ensemble method
scientific article; zbMATH DE number 7501655

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    An ergodic theorem for the weighted ensemble method (English)
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    1 April 2022
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    interacting particle system
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    sequential Monte Carlo
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    ergodic theorem
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    weighted ensemble
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    importance sampling
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    steady state
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    stratification
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