Analysis of Initial Transient Deletion for Parallel Steady-State Simulations

DOI10.1137/0913054zbMath0756.65164OpenAlexW1984027160MaRDI QIDQ4009006

Philip Heidelberger, Peter W. Glynn

Publication date: 27 September 1992

Published in: SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0913054

zbMATH Keywords

convergencesimulationparallel processinginitial transientsteady-state estimation problem

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Monte Carlo methods (65C05) Parallel numerical computation (65Y05) Probabilistic methods, stochastic differential equations (65C99)

Related Items (4)

Hamiltonian Markov chain Monte Carlo for partitioned sample spaces with application to Bayesian deep neural nets ⋮ Making Recursive Bayesian Inference Accessible ⋮ Variance reduction algorithms for parallel replicated simulation of uniformized Markov chains ⋮ Analysis of initial transient deletion for replicated steady-state simulations

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