Improving Monte Carlo Efficiency by Increasing Variance

DOI10.1287/mnsc.38.10.1432zbMath0760.65003OpenAlexW2145261703MaRDI QIDQ4022910

George S. Fishman, Vidyadhar G. Kulkarni

Publication date: 17 January 1993

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/mnsc.38.10.1432

zbMATH Keywords

samplingMonte CarloMarkov chainrandom spanning treesincreasing variance

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Probabilistic methods, stochastic differential equations (65C99)

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