Monte Carlo transition dynamics and variance reduction

DOI10.1023/A:1018635108073zbMath0958.82047MaRDI QIDQ1976752

R. N. Silver, Richard R. Picard, Mark Fitzgerald

Publication date: 17 April 2001

Published in: Journal of Statistical Physics (Search for Journal in Brave)

zbMATH Keywords

Ising modelMonte Carlo algorithmsMetropolis algorithmtransition probabilitiesstatistical estimatorshistogram estimatorsvariance reductions

Mathematics Subject Classification ID

Related Items (1)

The efficiency of variance reduction in manufacturing and service systems: the comparison of the control variates and stratified sampling

This page was built for publication: Monte Carlo transition dynamics and variance reduction