A polynomial analogue of Fibonacci lattice rules and its application to low-discrepancy point sets for Markov chain quasi-Monte Carlo.
Shin HarasePublished in: CoRR (2023)
Keyphrases
- markov chain
- point sets
- monte carlo
- quasi monte carlo
- state space
- point correspondences
- transition probabilities
- point pattern matching
- monte carlo method
- random walk
- stationary distribution
- point set registration
- convex hull
- pairwise
- variance reduction
- distance function
- transition matrix
- importance sampling
- confidence intervals
- dynamic programming
- closed form