Coupling from the past with randomized quasi-Monte Carlo

DOI10.1016/j.matcom.2009.09.003zbMath1215.65008OpenAlexW2029240088MaRDI QIDQ622169

Pierre L'Ecuyer, C. Sanvido

Publication date: 31 January 2011

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.matcom.2009.09.003

zbMATH Keywords

Markov chainvariance reductioncoupling from the pastperfect samplingrandomized quasi-Monte Carlo

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

Related Items (1)

Sorting methods and convergence rates for Array-RQMC: some empirical comparisons

Uses Software

• SSJ

Cites Work

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