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Sequential Control Variates for Functionals of Markov Proce..:

Gobet, Emmanuel ; Sylvain Maire
SIAM Journal on Numerical Analysis. 43 (2006) 3 - p. 1256-1275 , 2006

Link: https://www.jstor.org/stable/4101288

RT Journal
T1 <Title>Sequential Control Variates for Functionals of Markov Processes</Title>

UL https://suche.suub.uni-bremen.de/peid=jstor-4101288&Exemplar=1&LAN=DE
				
A1 Gobet, Emmanuel
A1 Sylvain Maire
PB Society for Industrial and Applied Mathematics
YR 2006
SN 0036-1429
K1 Sequential Monte Carlo
K1 Feynman-Kac Formula
K1 Variance Reduction
K1 65C
K1 65B
K1 Mathematics
K1 Mathematical procedures
K1 Approximation
K1 Mathematical analysis
K1 Numerical analysis
K1 Interpolation
K1 Applied sciences
K1 Computer science
K1 Artificial intelligence
K1 Machine learning
K1 Perceptron convergence procedure
K1 Mathematical problems
K1 Boundary value problems
K1 Boundary conditions
K1 Applied mathematics
K1 Statistics
K1 Applied statistics
K1 Statistical models
K1 Monte Carlo methods
K1 Pure mathematics
K1 Algebra
K1 Polynomials
K1 Error rates
K1 Probability theory
K1 Random variables
K1 Stochastic processes
K1 Markov processes
K1 Calculus
K1 Differential calculus
K1 Differential equations
K1 Partial differential equations
K1 Elliptic differential equations
K1 Poisson equation
K1 Mathematical differentiation
K1 Differentiation techniques
K1 Spectral methods
JF SIAM Journal on Numerical Analysis
VO 43
IS 3
SP 1256
OP 1275
LK http://dx.doi.org/https://www.jstor.org/stable/4101288
DO https://www.jstor.org/stable/4101288
SF ELIB - SuUB Bremen

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