Quasi-Stationary Monte Carlo and The Scale Algorithm (Q5087172)
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scientific article; zbMATH DE number 7554789
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quasi-Stationary Monte Carlo and The Scale Algorithm |
scientific article; zbMATH DE number 7554789 |
Statements
Quasi-Stationary Monte Carlo and The Scale Algorithm (English)
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8 July 2022
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control variates
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importance sampling
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killed Brownian motion
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Langevin diffusion
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Markov chain Monte Carlo sampling
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quasi-stationarity
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sequential Monte Carlo methods
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