A table of short-period Tausworthe generators for Markov chain quasi-Monte Carlo.
Shin HarasePublished in: CoRR (2020)
Keyphrases
- markov chain
- quasi monte carlo
- monte carlo
- state space
- steady state
- variance reduction
- random numbers
- finite state
- random walk
- monte carlo method
- transition probabilities
- importance sampling
- markov model
- monte carlo simulation
- stationary distribution
- transition matrix
- learning algorithm
- probabilistic model
- search algorithm