Stratified Monte Carlo simulation of Markov chains

DOI10.1016/j.matcom.2016.12.004OpenAlexW2964269261MaRDI QIDQ2229037

Rami El Haddad, Rana Fakhereddine, Joseph El Maalouf, Christian Lécot

Publication date: 19 February 2021

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1603.06386

zbMATH Keywords

Markov chainsMonte Carlo simulationstratified sampling

Mathematics Subject Classification ID

Statistics (62-XX) Numerical analysis (65-XX)

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Sudoku Latin Square Sampling for Markov Chain Simulation

Cites Work

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