Sequential stratified splitting for efficient Monte Carlo integration

DOI10.1080/07474946.2021.1940493zbMath1477.60115OpenAlexW3200172215MaRDI QIDQ5012701

Radislav Vaisman

Publication date: 25 November 2021

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474946.2021.1940493

zbMATH Keywords

Markov chain Monte Carlosequential Monte Carlomultidimensional integrationmultilevel splittingalgorithmic efficiency

Mathematics Subject Classification ID

Bayesian inference (62F15) Monte Carlo methods (65C05) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Random number generation in numerical analysis (65C10)

Uses Software

• BayesDA
• nwSpGr

Cites Work

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