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Stratification as a General Variance Reduction Method for Markov Chain Monte Carlo - MaRDI portal

Stratification as a General Variance Reduction Method for Markov Chain Monte Carlo (Q5119642)

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scientific article; zbMATH DE number 7242148
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Stratification as a General Variance Reduction Method for Markov Chain Monte Carlo
scientific article; zbMATH DE number 7242148

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    Stratification as a General Variance Reduction Method for Markov Chain Monte Carlo (English)
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    31 August 2020
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    Markov chain Monte Carlo
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    stratified sampling
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    variance reduction
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