On Array-RQMC for Markov Chains: Mapping Alternatives and Convergence Rates

DOI10.1007/978-3-642-04107-5_31zbMath1184.65018OpenAlexW2105345388MaRDI QIDQ3405461

Christian Lécot, Pierre L'Ecuyer, Adam L'Archevêque-Gaudet

Publication date: 15 February 2010

Published in: Monte Carlo and Quasi-Monte Carlo Methods 2008 (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-04107-5_31

zbMATH Keywords

convergencenumerical examplesparallel computationdiscrepancydiscrete-time Markov chainsrandomized quasi-Monte Carlo method

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

Related Items (5)

Multifidelity multilevel Monte Carlo to accelerate approximate Bayesian parameter inference for partially observed stochastic processes ⋮ Sudoku Latin Square Sampling for Markov Chain Simulation ⋮ Stratified Monte Carlo simulation of Markov chains ⋮ Sorting methods and convergence rates for Array-RQMC: some empirical comparisons ⋮ Variance reduction with array-RQMC for tau-leaping simulation of stochastic biological and chemical reaction networks

This page was built for publication: On Array-RQMC for Markov Chains: Mapping Alternatives and Convergence Rates