Unbiasedness of some generalized adaptive multilevel splitting algorithms
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Publication:511481
DOI10.1214/16-AAP1185zbMath1361.65006arXiv1505.02674MaRDI QIDQ511481
Tony Lelièvre, Charles-Edouard Bréhier, Ludovic Goudenège, Maxime Gazeau, Mathias Rousset
Publication date: 21 February 2017
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1505.02674
Markov chainnumerical experimentrare eventunbiased estimatoradaptive multilevel splitting algorithms
Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Stochastic particle methods (65C35)
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