Variance reduction through smoothing and control variates for Markov chain simulations

DOI10.1145/174153.174154zbMath0846.60071OpenAlexW2003423964MaRDI QIDQ4876055

Sigrún Andradóttir, Daniel P. Heyman, Teunis J. Ott

Publication date: 13 June 1996

Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

Full work available at URL: http://www.acm.org/pubs/contents/journals/tomacs/

zbMATH Keywords

numerical examplePoisson's equationconditional Monte Carlosimulation and modeling

Mathematics Subject Classification ID

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