Stratification as a General Variance Reduction Method for Markov Chain Monte Carlo

Dinner, Aaron R.; Thiede, Erik H.; Koten, Brian Van; Weare, Jonathan

doi:10.1137/18m122964x

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DOE OSTI · 1803977

Stratification as a General Variance Reduction Method for Markov Chain Monte Carlo

Dinner, Aaron R.·Thiede, Erik H.·Koten, Brian Van·Weare, Jonathan

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Dinner, Aaron R., Thiede, Erik H., Koten, Brian Van, Weare, Jonathan. 2020-01-01. Stratification as a General Variance Reduction Method for Markov Chain Monte Carlo. https://doi.org/10.1137/18m122964x

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