Ensuring finite moments in Monte Carlo simulations via iterated ex post facto sampling.

Richard R. Picard Thomas E. Booth

Published in: Math. Comput. Simul. (2009)

Keyphrases

monte carlo simulation
monte carlo
markov chain
random sampling
finite number
higher order
moment invariants
sampling algorithm
sampling strategy
sampling strategies
data sets
image processing
particle filter
sampling rate
boundary element method