Stratification as a general variance reduction method for Markov chain Monte Carlo.

Dinner AR, Thiede EH, Van Koten B, Weare J

Open source

DOI
10.1137/18m122964x
Published
2020
Container
SIAM/ASA journal on uncertainty quantification
Publisher
Not recorded
Open access
yes

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BibTeX

@article{allodium:10.1137/18m122964x,
  title = {Stratification as a general variance reduction method for Markov chain Monte Carlo.},
  author = {Dinner AR and Thiede EH and Van Koten B and Weare J},
  year = {2020},
  journal = {SIAM/ASA journal on uncertainty quantification},
  doi = {10.1137/18m122964x},
  url = {https://doi.org/10.1137/18m122964x}
}

RIS

TY  - JOUR
TI  - Stratification as a general variance reduction method for Markov chain Monte Carlo.
AU  - Dinner AR
AU  - Thiede EH
AU  - Van Koten B
AU  - Weare J
PY  - 2020
JO  - SIAM/ASA journal on uncertainty quantification
DO  - 10.1137/18m122964x
UR  - https://doi.org/10.1137/18m122964x
ER  - 

APA

AR, D., EH, T., B, V. K., & J, W. (2020). Stratification as a general variance reduction method for Markov chain Monte Carlo.. SIAM/ASA journal on uncertainty quantification. https://doi.org/10.1137/18m122964x

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