Smoothing Methods for Variance Reduction in Simulation of Markov Chains.

Sigrún Andradóttir Daniel P. Heyman Teunis J. Ott

Published in: WSC (1992)

Keyphrases

markov chain
variance reduction
monte carlo
random numbers
smoothing methods
importance sampling
confidence intervals
language model
transition probabilities
markov processes
state space
probabilistic automata
sample size
uniformly distributed
pseudorandom
document retrieval
feature selection