Exact sampling with highly uniform point sets

Mathematical and Computer Modelling

Volumn 43, Issue 3-4, 2006, Pages 339-349

  Lemieux, Christiane ^a   Sidorsky, Paul ^b  

^a UNIVERSITY OF CALGARY   (Canada)

^b Canadian Pacific Railway Limited   (Canada)

Author keywords

Exact sampling; Highly uniform point set; Markov chain Monte Carlo; Variance reduction

Indexed keywords

MARKOV PROCESSES; MONTE CARLO METHODS; RANDOM PROCESSES; SAMPLING; STATISTICAL MECHANICS;

EXACT SAMPLING; HIGHLY UNIFORM POINT SETS; MARKOV CHAIN MONTE CARLO; VARIANCE REDUCTION;

SET THEORY;

EID: 33644690186     PISSN: 08957177     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.mcm.2005.12.006     Document Type: Article

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