Sudoku Latin Square Sampling for Markov Chain Simulation

DOI10.1007/978-3-030-43465-6_10OpenAlexW3021728025MaRDI QIDQ5117929

Pierre L'Ecuyer, Joseph El Maalouf, Christian Lécot, Rami El Haddad

Publication date: 26 August 2020

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-030-43465-6_10

zbMATH Keywords

Markov chainsMonte Carlo simulationstratifed samplingSudoku Latin square sampling

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Lattice sampling revisited: Monte Carlo variance of means over randomized orthogonal arrays
• Sorting methods and convergence rates for Array-RQMC: some empirical comparisons
• Stratified Monte Carlo simulation of Markov chains
• Extended Latin Hypercube Sampling for Integration and Simulation
• A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code
• Sudoku-based space-filling designs
• A Randomized Quasi-Monte Carlo Simulation Method for Markov Chains
• On Array-RQMC for Markov Chains: Mapping Alternatives and Convergence Rates
• Applied Discrete-Time Queues
• Large Sample Properties of Simulations Using Latin Hypercube Sampling
• Orthogonal Array-Based Latin Hypercubes
• Monte Carlo Variance of Scrambled Net Quadrature
• A Quasi-Monte Carlo Scheme Using Nets for a Linear Boltzmann Equation
• The Problem of Dimensionality in Stratified Sampling
• Sequential Quasi Monte Carlo
• A Modified Monte-Carlo Quadrature

This page was built for publication: Sudoku Latin Square Sampling for Markov Chain Simulation