Coupling control variates for Markov chain Monte Carlo

Author:

Goodman Jonathan B.,Lin Kevin K.

Publisher

Elsevier BV

Subject

Computer Science Applications,Physics and Astronomy (miscellaneous),Applied Mathematics,Computational Mathematics,Modeling and Simulation,Numerical Analysis

Reference23 articles.

1. The Statistical Analysis of Time Series;Anderson,1971

2. Large deviations for a stochastic model of heat flow;Bertini;J. Stat. Phys.,2005

3. Non-Equilibrium Thermodynamics;de Groot,1962

4. Non-equilibrium steady states: fluctuations and large deviations of the density and of the current;Derrida;J. Stat. Mech.,2007

5. Exact stochastic simulation of coupled chemical-reactions;Gillespie;J. Phys. Chem.,1977

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