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Over-relaxation methods and coupled Markov chains for Monte Carlo simulation.

Piero BaroneGiovanni SebastianiJulian Stander
Published in: Stat. Comput. (2002)
Keyphrases
  • monte carlo simulation
  • markov chain
  • monte carlo
  • finite state
  • monte carlo method
  • random walk
  • steady state
  • transition probabilities
  • stochastic process
  • machine learning
  • markov process
  • pattern matching