Potentially unlimited variance reduction in importance sampling of Markov chains
- Author
- ANDRADOTTIR, S1 ; HEYMAN, D. P; OTT, T. J
[1] Department of Industrial Engineering, University of Wisconsin-Madison, 1513 University Avenue, Madison, WI53706, United States - Source
Advances in applied probability. 1996, Vol 28, Num 1, pp 166-188 ; ref : 15 ref
- CODEN
- AAPBBD
- ISSN
- 0001-8678
- Scientific domain
- Control theory, operational research; Mathematics
- Publisher
- Applied Probability Trust, Sheffield
- Publication country
- United Kingdom
- Document type
- Article
- Language
- English
- Keyword (fr)
- Algorithme Chaîne Markov Echantillonnage Equation Poisson Matrice transition Méthode Monte Carlo Variance
- Keyword (en)
- Algorithm Markov chain Sampling Poisson equation Transition matrix Monte Carlo method Variance
- Keyword (es)
- Algoritmo Cadena Markov Muestreo Ecuación Poisson Matriz transición Método Monte Carlo Variancia
- Classification
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H01 Probability theory and stochastic processes / 001A02H01D Combinatorial probability
- Discipline
- Mathematics
- Origin
- Inist-CNRS
- Database
- PASCAL
- INIST identifier
- 3047056
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
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DOI
10.2307/1427916 
https://dx.doi.org/10.2307/1427916
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