Guidelines for choosing the transition matrix in Monte Carlo methods using Markov chains
type: Item
instance of: scholarly article
title: Guidelines for choosing the transition matrix in Monte Carlo methods using Markov chains
zbMATH Open document ID: 0452.65003
DOI: 10.1016/0021-9991(81)90214-X
author: P. H. Peskun
published in: Journal of Computational Physics
publication date: 1981-01-01T00:00:00Z
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 60J10
Mathematics Subject Classification ID: 62D05
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 65C99
zbMATH DE Number: 3707647
zbMATH Keywords: transition probabilities
zbMATH Keywords: asymptotic variance reduction
zbMATH Keywords: Markov chain sampling method
MaRDI profile type: Publication
cites work: Q5524074
cites work: Monte Carlo sampling methods using Markov chains and their applications
cites work: Finite Continuous Time Markov Chains
cites work: Equation of State Calculations by Fast Computing Machines
cites work: Optimum Monte-Carlo sampling using Markov chains
full work available at URL: 0021-9991(81)90214-x
OpenAlex ID: W1967079682
description: scientific article; zbMATH DE number 3707647