Coupling control variates for Markov chain Monte Carlo (Q732966)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Coupling control variates for Markov chain Monte Carlo |
scientific article |
Statements
Coupling control variates for Markov chain Monte Carlo (English)
0 references
15 October 2009
0 references
control variates
0 references
variance reduction
0 references
coupling
0 references
nonequilibrium statistical mechanics
0 references
Markov chain Monte Carlo method
0 references
numerical examples
0 references
Monte Carlo integration
0 references
nonequilibrium transport
0 references
0 references
