A table of short-period Tausworthe generators for Markov chain quasi-Monte Carlo.
Shin HarasePublished in: J. Comput. Appl. Math. (2021)
Keyphrases
- markov chain
- quasi monte carlo
- monte carlo
- state space
- steady state
- variance reduction
- random numbers
- monte carlo method
- importance sampling
- finite state
- random walk
- monte carlo simulation
- transition probabilities
- stationary distribution
- markov model
- particle filter
- transition matrix
- dynamic programming
- confidence intervals
- bayesian framework
- em algorithm
- text classification
- higher order
- probability distribution
- training data